A stochastic heat equation with the distributions of Lévy processes as its invariant measures

DOI10.1016/j.spa.2008.02.007zbMath1157.60063OpenAlexW2004676663MaRDI QIDQ1004394

Tadahisa Funaki, Bin Xie

Publication date: 10 March 2009

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2008.02.007

zbMATH Keywords

stochastic heat equationLévy processstochastic partial differential equation

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (7)

EXPONENTIAL MIXING FOR SOME SPDEs WITH LÉVY NOISE ⋮ Exponential ergodicity and regularity for equations with Lévy noise ⋮ Uniqueness of invariant measures of infinite dimensional stochastic differential equations driven by Lévy noises ⋮ Stochastic heat equations for infinite strings with values in a manifold ⋮ Asymptotics for stochastic reaction-diffusion equation driven by subordinate Brownian motion ⋮ Irreducibility and asymptotics of stochastic Burgers equation driven by \(\alpha \)-stable processes ⋮ Time-like Graphical Models

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• Stochastic Partial Differential Equations with Levy Noise

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