Article ID Journal Published Year Pages File Type
1151813 Statistics & Probability Letters 2014 11 Pages PDF
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
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