A stochastic heat equation with the distributions of Lévy processes as its invariant measures

DOI10.1016/J.SPA.2008.02.007zbMATH Open1157.60063OpenAlexW2004676663MaRDI QIDQ1004394FDOQ1004394

Tadahisa Funaki, Bin Xie

Publication date: 10 March 2009

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2008.02.007

zbMATH Keywords

stochastic heat equationstochastic partial differential equationLévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Cites Work

• Lévy Processes and Stochastic Calculus
• Ergodicity for Infinite Dimensional Systems
• Stochastic Partial Differential Equations with Levy Noise
• The heat equation with Lévy noise
• Motion by mean curvature from the Ginzburg-Landau \(\nabla\phi\) interface model
• Parabolic SPDEs driven by Poisson white noise
• Generalized Mehler semigroups: The non-Gaussian case
• Random motion of strings and related stochastic evolution equations
• Limit theorems for the motion of a Poisson system of independent Markovian particles with high density
• Regularity properties for stochastic partial differential equations of parabolic type
• The reversible measures of multi-dimensional Ginzburg-Landau type continuum model
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Cited In (9)

• Time-like Graphical Models
• Uniqueness of invariant measures of infinite dimensional stochastic differential equations driven by Lévy noises
• EXPONENTIAL MIXING FOR SOME SPDEs WITH LÉVY NOISE
• Asymptotics for stochastic reaction-diffusion equation driven by subordinate Brownian motion
• Extremes of the stochastic heat equation with additive Lévy noise
• Irreducibility and asymptotics of stochastic Burgers equation driven by \(\alpha \)-stable processes
• Stochastic heat equations for infinite strings with values in a manifold
• Exponential ergodicity and regularity for equations with Lévy noise
• The almost-sure asymptotic behavior of the solution to the stochastic heat equation with Lévy noise

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