Exponential ergodicity of stochastic Burgers equations driven by -stable processes

DOI10.1007/S10955-013-0881-YzbMATH Open1291.35279arXiv1208.5804OpenAlexW3123401307MaRDI QIDQ2016559FDOQ2016559

Zhao Dong, Lihu Xu, Xicheng Zhang

Publication date: 20 June 2014

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

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).

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)

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Cited In (32)

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