L\'evy噪声驱动的非对称耗散随机系统的Poincar\'e-型不等式和分部积分公式

孙晓斌,谢颖超

系统科学与数学 ›› 2016, Vol. 36 ›› Issue (2) : 248.

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PDF(247 KB)
系统科学与数学 ›› 2016, Vol. 36 ›› Issue (2) : 248. DOI: 10.12341/jssms12731
论文

L\'evy噪声驱动的非对称耗散随机系统的Poincar\'e-型不等式和分部积分公式

    孙晓斌,谢颖超
作者信息 +

POINCAR\'E-TYPE INEQUALITY AND INTEGRATION BY PARTS FORMULA FOR NON-SYMMETRICAL DISSIPATIVE STOCHASTIC SYSTEMS DRIVEN BY L\'EVY NOISE

    SUN Xiaobin ,XIE Yingchao
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摘要

研究了L\'evy噪声驱动的非对称耗散随机系统的mild解的存在唯一性以及不变测度的存在性, 随后得到了关于不变测度的Poincar\'e-型不等式和分部积分公式.

Abstract

In this paper, we consider the non-symmetrical dissipative stochastic systems driven by L\'evy noise. We prove the existence and uniqueness of the mild solution and the existence of the invariant probability measure, and the Poincar\'e-type inequality and integration by parts formula with respect to the invariant probability measure.

关键词

Poincar\'e-型不等式 / 分部积分公式 / L\'evy 噪声 / 不变测度.

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孙晓斌 , 谢颖超. L\'evy噪声驱动的非对称耗散随机系统的Poincar\'e-型不等式和分部积分公式. 系统科学与数学, 2016, 36(2): 248https://doi.org/10.12341/jssms12731
SUN Xiaobin , XIE Yingchao. POINCAR\'E-TYPE INEQUALITY AND INTEGRATION BY PARTS FORMULA FOR NON-SYMMETRICAL DISSIPATIVE STOCHASTIC SYSTEMS DRIVEN BY L\'EVY NOISE. Journal of Systems Science and Mathematical Sciences, 2016, 36(2): 248 https://doi.org/10.12341/jssms12731
中图分类号: 34D08    34D25    60H20   
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