Irreducibility and asymptotics of stochastic Burgers equation driven by \(\alpha \)-stable processes
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Publication:2302346
DOI10.1007/s11118-018-9736-0zbMath1471.60036OpenAlexW2894501620MaRDI QIDQ2302346
Zhao Dong, Feng-Yu Wang, Lihu Xu
Publication date: 26 February 2020
Published in: Potential Analysis (Search for Journal in Brave)
Full work available at URL: https://cronfa.swan.ac.uk/Record/cronfa43555
moderate deviationirreducibilitystochastic Burgers equation\(\alpha\)-stable noises\(\psi\)-uniformly ergodicity
Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Jump processes on discrete state spaces (60J74)
Related Items (10)
Irreducibility of Kuramoto-Sivashinsky equation driven by degenerate noise ⋮ Asymptotics of stochastic Burgers equation with jumps ⋮ Limits of invariant measures of stochastic Burgers equations driven by two kinds of \(\alpha\)-stable processes ⋮ Singular integrals of subordinators with applications to structural properties of SPDEs ⋮ Stationary distributions for stochastic differential equations with memory driven by \(\alpha\)-stable processes ⋮ Well-posedness and large deviations for 2D stochastic Navier-Stokes equations with jumps ⋮ The impact of noise on Burgers equations ⋮ Accessibility of SPDEs driven by pure jump noise and its applications ⋮ Stochastic partial differential equations with gradient driven by space-time fractional noises ⋮ Differentiability of the transition semigroup of the stochastic Burgers-Huxley equation and application to optimal control
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