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We solve a time-dependent linear SPDE with additive Levy noise in the mildand weak sense. Existence of a generalized invariant measure for the associatedtransition semigroup is established and the generator is characterized on thecorresponding L^2-space. The square field operator is calculated, allowing toderive a Poincare and a Harnack inequality.

Ornstein–Uhlenbeck equations with time-dependent coefficients and Lévy noise in finite and infinite dimensions