Abstract
In this paper, we generalize the Malliavin calculus for jump processes in the infinite-dimensional setting and obtain an integration by parts formula for jump processes on Hilbert spaces. By using this formula, we investigate derivative formula and exponential convergence for SPDEs driven by purely jump processes.
Citation
Yulin Song. Tiange Xu. "Exponential convergence for some SPDEs with Lévy noises." Illinois J. Math. 60 (2) 587 - 611, Summer 2016. https://doi.org/10.1215/ijm/1499760024
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