Exponential Convergence for Semilinear SDEs Driven by Lévy Processes on Hilbert Spaces

Abstract

In this paper, an integration by parts formula was derived for jump processes on Hilbert spaces. Using this formula, we investigated derivative formula and exponential ergodicity for nonlinear SPDEs driven by purely jump processes.

References in corpus (5)

• Gradient Estimate for Ornstein-Uhlenbeck Jump Processes
• Integration by parts formula for locally smooth laws and applications to sensitivity computations
• Derivative formula and gradient estimate for SDEs driven by $\alpha$-stable processes
• Derivative Formula and Harnack Inequality for Linear SDEs Driven by Lévy Processes
• Coupling and Strong Feller for Jump Processes on Banach Spaces