Ergodicity of linear SPDE driven by Lévy noise

DOI10.1007/s11424-010-9269-0zbMath1298.60065OpenAlexW2396654457MaRDI QIDQ469641

Zhao Dong, Yingchao Xie

Publication date: 11 November 2014

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-010-9269-0

zbMATH Keywords

ergodicityinvariant measureLévy noiselinear SPDE

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (13)

Bismut formula for a stochastic heat equation with fractional noise ⋮ Poincaré inequality for linear SPDE driven by Lévy noise ⋮ Reflected stochastic partial differential equations with jumps ⋮ Bismut type derivative formulae and gradient estimate for multiplicative SDEs with fractional noises ⋮ Large deviations for invariant measures of stochastic differential equations with jumps ⋮ Bismut formulae and applications for functional SPDEs ⋮ Fokker-Planck equations and maximal dissipativity for Kolmogorov operators for SPDE driven by Lévy noise ⋮ Derivative formula and exponential convergence for semilinear SPDEs driven by Lévy processes ⋮ Ergodicity of Stochastic Dissipative Equations Driven by α-Stable Process ⋮ Ergodicity of stochastic 2D Navier-Stokes equation with Lévy noise ⋮ Derivative formulas and applications for degenerate stochastic differential equations with fractional noises ⋮ Kolmogorov operator and Fokker-Planck equation associated to a stochastic Burgers equation driven by Lévy noise ⋮ Bismut formulas and applications for stochastic (functional) differential equations driven by fractional Brownian motions

Cites Work

• Kolmogorov equations for stochastic PDEs.
• On a stochastic nonlinear equation arising from 1D integro-differential scalar conservation laws
• SPDEs driven by Poisson random measure with non Lipschitz coefficients: existence results
• One-dimensional stochastic Burgers equation driven by Lévy processes
• On the uniqueness of invariant measure of the Burgers equation driven by Lévy processes
• On the Cauchy-Dirichlet problem in the half space for parabolic sPDEs in weighted Hölder spaces
• Study of a SPDE driven by a Poisson noise
• Parabolic SPDEs driven by Poisson white noise
• Some properties of invariant measures of non symmetric dissipative stochastic systems
• Ergodicity of the 2-D Navier-Stokes equation under random perturbations
• On Cauchy-Dirichlet problem for parabolic quasilinear SPDEs
• Approximations to mild solutions of stochastic semilinear equations with non-Lipschitz coefficients
• REPRESENTATION OF PATHWISE STATIONARY SOLUTIONS OF STOCHASTIC BURGERS' EQUATIONS
• Ergodic results for stochastic navier-stokes equation
• Ergodicity for Infinite Dimensional Systems
• Second order PDE's in finite and infinite dimension
• Stochastic Equations in Infinite Dimensions
• Unnamed Item
• Unnamed Item

This page was built for publication: Ergodicity of linear SPDE driven by Lévy noise