Exponential ergodicity of stochastic Burgers equations driven by -stable processes

DOI10.1007/S10955-013-0881-YMaRDI QIDQ2016559zbMATH OpenOpenAlexFDO

Authors Zhao Dong, Lihu Xu, Xicheng Zhang

Publication date 20 June 2014

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1208.5804

zbMATH Keywords

exponential mixingBurgers equationsalpha-stable processes

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Brownian motion (60J65) Ergodicity, mixing, rates of mixing (37A25) Navier-Stokes equations (35Q30) KdV equations (Korteweg-de Vries equations) (35Q53)

Abstract: In this work, we prove the strong Feller property and the exponential ergodicity of stochastic Burgers equations driven by $alpha/2$-subordinated cylindrical Brownian motions with $alphain(1,2)$. To prove the results, we truncate the nonlinearity and use the derivative formula for SDEs driven by $alpha$-stable noises established in Zhang (arXiv:1204.2630v2).

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Cited in

(32)

• Asymptotics for stochastic reaction-diffusion equation driven by subordinate Brownian motion
• Exponential ergodicity of an affine two-factor model based on the α-root process
• The \(\alpha \)-dependence of the invariant measure of stochastic real Ginzburg-Landau equation driven by \(\alpha \)-stable Lévy processes
• Ergodicity of stochastic Rabinovich systems driven by fractional Brownian motion
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