Ergodicity for nonlinear stochastic evolution equations with multiplicative Poisson noise (Q983132)

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Ergodicity for nonlinear stochastic evolution equations with multiplicative Poisson noise
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    Ergodicity for nonlinear stochastic evolution equations with multiplicative Poisson noise (English)
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    30 July 2010
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    The asymptotic behavior of solutions to stochastic evolution equations with monotone drift and multiplicative Poisson noise is studied in the variational setting, thus covering a large class of (fully) nonlinear partial differential equations perturbed by jump noise. In particular, we provide sufficient conditions for the existence, ergodicity and uniqueness of invariant measures. Furthermore, under mild additional assumptions, it is proved that the Kolmogorov equation associated to the stochastic equation with additive noise is solvable in \(L_1\) spaces with respect to an invariant measure.
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    stochastic PDEs
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    invariant measures
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    monotone operators
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    Kolmogorov equations
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    Poisson measures
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