Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151813 | Statistics & Probability Letters | 2014 | 11 Pages |
Abstract
By using Galerkin’s approximation, we establish a Bismut–Elworthy–Li type derivative formula for semilinear SPDEs driven by Lévy processes with σσ-finite Lévy measure. Meanwhile, we also investigate the continuity under total variation norm and exponential convergence of the transition function Pt(x,⋅)Pt(x,⋅).
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Yulin Song,