Ergodicity of Stochastic Dissipative Equations Driven by α-Stable Process
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Publication:5416836
DOI10.1080/07362994.2013.843141zbMath1291.60137OpenAlexW2071107168MaRDI QIDQ5416836
Publication date: 15 May 2014
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2013.843141
Related Items (5)
Transition density estimates for diagonal systems of SDEs driven by cylindrical $\alpha$-stable processes ⋮ Ergodicity of stochastic magneto-hydrodynamic equations driven by \(\alpha\)-stable noise ⋮ Ergodicity of the stochastic coupled fractional Ginzburg-Landau equations driven by \(\alpha\)-stable noise ⋮ Pathwise uniqueness for a class of SPDEs driven by cylindrical \(\alpha \)-stable processes ⋮ Ergodicity of Stochastic Hydrodynamical-Type Evolution Equations Driven by $$\alpha $$-Stable Noise
Cites Work
- Invariant measures of stochastic \(2D\) Navier-Stokes equation driven by \(\alpha\)-stable processes
- Ergodicity of linear SPDE driven by Lévy noise
- Ergodicity of stochastic 2D Navier-Stokes equation with Lévy noise
- Exponential ergodicity and regularity for equations with Lévy noise
- Structural properties of semilinear SPDEs driven by cylindrical stable processes
- Global solutions of stochastic 2D Navier-Stokes equations with Lévy noise
- Parabolic SPDEs driven by Poisson white noise
- Derivative formulas and gradient estimates for SDEs driven by \(\alpha\)-stable processes
- Poincaré inequality for linear SPDE driven by Lévy noise
- EXPONENTIAL MIXING FOR SOME SPDEs WITH LÉVY NOISE
- Ergodicity for Infinite Dimensional Systems
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