Derivative formula and exponential convergence for semilinear SPDEs driven by Levy processes

作者：Song, Yulin^*

来源：Statistics & Probability Letters, 2014, 89: 99-109.

DOI：10.1016/j.spl.2014.03.002

• Levy processes
• SPDEs
• Bismut-Elworthy-Li formula
• Total variation norm
• Exponential convergence

By using Galerkin's approximation, we establish a Bismut-Elworthy-Li type derivative formula for semilinear SPDEs driven by Levy processes with a-finite Levy measure. Meanwhile, we also investigate the continuity under total variation norm and exponential convergence of the transition function P-t (x, .).

• 出版日期2014-6
• 单位北京师范大学