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Volumn 11, Issue 4, 2011, Pages 959-993

Ornstein-Uhlenbeck equations with time-dependent coefficients and Lévy noise in finite and infinite dimensions

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EID: 84862848913     PISSN: 14243199     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00028-011-0120-4     Document Type: Article
Times cited : (6)

References (21)
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    • Stochastic Integrals and the Lévy-Ito Decomposition Theorem on Separable Banach Spaces
    • Albeverio S., Rüdiger B.: Stochastic Integrals and the Lévy-Ito Decomposition Theorem on Separable Banach Spaces. Stochastic Analyis and Applications 23, 217-253 (2005).
    • (2005) Stochastic Analyis and Applications , vol.23 , pp. 217-253
    • Albeverio, S.1    Rüdiger, B.2
  • 2
    • 78149321151 scopus 로고    scopus 로고
    • Martingale-valued measures, Ornstein-Uhlenbeck processes with jumps and operator self-decomposability in Hilbert space
    • Applebaum D.: Martingale-valued measures, Ornstein-Uhlenbeck processes with jumps and operator self-decomposability in Hilbert space. Séminaire de Probabilités 39, 171-196 (2006).
    • (2006) Séminaire De Probabilités , vol.39 , pp. 171-196
    • Applebaum, D.1
  • 5
    • 0011300453 scopus 로고
    • On processes of Ornstein-Uhlenbeck type in Hilbert space
    • Chojnowska-Michalik A.: On processes of Ornstein-Uhlenbeck type in Hilbert space. Stochastics 21, 251-286 (1987).
    • (1987) Stochastics , vol.21 , pp. 251-286
    • Chojnowska-Michalik, A.1
  • 7
    • 38749117942 scopus 로고    scopus 로고
    • Ornstein-Uhlenbeck operators with time periodic coefficients
    • Da Prato G., Lunardi A.: Ornstein-Uhlenbeck operators with time periodic coefficients. Journal of Evolution Equations 7, 587-614 (2007).
    • (2007) Journal of Evolution Equations , vol.7 , pp. 587-614
    • da Prato, G.1    Lunardi, A.2
  • 10
    • 0042640592 scopus 로고    scopus 로고
    • Generalized Mehler Semigroups: The Non-Gaussian Case
    • Fuhrmann M., Röckner M.: Generalized Mehler Semigroups: The Non-Gaussian Case. Potential Analysis 12, 1-47 (2000).
    • (2000) Potential Analysis , vol.12 , pp. 1-47
    • Fuhrmann, M.1    Röckner, M.2
  • 12
    • 3943079984 scopus 로고    scopus 로고
    • Perturbations of Generalized Mehler Semigroups and Applications to Stochastic Heat Equations with Lévy Noise and Singular Drift
    • Lescot P., Röckner M.: Perturbations of Generalized Mehler Semigroups and Applications to Stochastic Heat Equations with Lévy Noise and Singular Drift. Potential Analysis 20, 317-344 (2004).
    • (2004) Potential Analysis , vol.20 , pp. 317-344
    • Lescot, P.1    Röckner, M.2
  • 18
    • 0041760727 scopus 로고    scopus 로고
    • Harnack and functional inequalities for generalized Mehler semigroups
    • Röckner M., Wang F.: Harnack and functional inequalities for generalized Mehler semigroups. Journal of Functional Analysis 203, 237-261 (2003).
    • (2003) Journal of Functional Analysis , vol.203 , pp. 237-261
    • Röckner, M.1    Wang, F.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.