EXPONENTIAL MIXING FOR SOME SPDEs WITH LÉVY NOISE

DOI10.1142/S0219493711003425zbMath1239.60060arXiv1010.4530OpenAlexW2962697484MaRDI QIDQ3174005

Lihu Xu, Zabczyk, Jerzy, Enrico Priola

Publication date: 11 October 2011

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.4530

zbMATH Keywords

ergodicitystrong mixingexponential mixingstochastic PDEs driven by \(\alpha \)-stable noises

Mathematics Subject Classification ID

Related Items (16)

Ergodicity of stochastic magneto-hydrodynamic equations driven by \(\alpha\)-stable noise ⋮ Singular integrals of subordinators with applications to structural properties of SPDEs ⋮ Attractors. Then and now ⋮ Ergodicity of the stochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable noises ⋮ Exponential ergodicity and regularity for equations with Lévy noise ⋮ Exponential mixing of 2D SDEs forced by degenerate Lévy noises ⋮ Ergodicity of the stochastic coupled fractional Ginzburg-Landau equations driven by \(\alpha\)-stable noise ⋮ Ergodicity of Stochastic Dissipative Equations Driven by α-Stable Process ⋮ On a class of stochastic partial differential equations with multiple invariant measures ⋮ Irreducibility and exponential mixing of some stochastic hydrodynamical systems driven by pure jump noise ⋮ Ergodicity of Stochastic Shell Models Driven by Pure Jump Noise ⋮ Controllability and qualitative properties of the solutions to SPDEs driven by boundary Lévy noise ⋮ Irreducibility and asymptotics of stochastic Burgers equation driven by \(\alpha \)-stable processes ⋮ Pathwise uniqueness for a class of SPDEs driven by cylindrical \(\alpha \)-stable processes ⋮ Linear Evolution Equations with Cylindrical Lévy Noise: Gradient Estimates and Exponential Ergodicity ⋮ Ergodicity of Stochastic Hydrodynamical-Type Evolution Equations Driven by $$\alpha $$-Stable Noise

Cites Work

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• Ergodicity of the Finite and Infinite Dimensional α-Stable Systems
• Stochastic partial differential equations driven by multi-parameter white noise of Lévy processes
• Mean reversion for HJMM forward rate models
• On processes of ornstein-uhlenbeck type in hilbert space
• Ergodicity for Infinite Dimensional Systems
• Stochastic Partial Differential Equations with Levy Noise

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