An ergodic theorem of a parabolic Anderson model driven by Lévy noise (Q1946953): Difference between revisions

We study the ergodic theorem of a parabolic Anderson model driven by Levy noise. Under the assumption that \(A\) is symmetric with respect to a \(\sigma\)-finite measure \(\pi\), we obtain the long-time convergence to an invariant probability measure starting from a bounded nonnegative \(A\)-harmonic function based on the self-duality property. Furthermore, under some mild conditions, we obtain the one-to-one correspondence between the bounded nonnegative \(A\)-harmonic functions and the extremal invariant probability measures with finite second moment of the nonnegative solution of the parabolic Anderson model driven by Levy noise.