Ergodicity of the stochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable noises

From MaRDI portal
Publication:2447728


DOI10.1016/j.spa.2013.05.002zbMath1295.60077arXiv1205.5995MaRDI QIDQ2447728

Lihu Xu

Publication date: 28 April 2014

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

Full work available at URL: https://arxiv.org/abs/1205.5995


47D07: Markov semigroups and applications to diffusion processes

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations


Related Items

Fractional neutral stochastic differential equations driven by α-stable process, Ergodicity of Stochastic Hydrodynamical-Type Evolution Equations Driven by $$\alpha $$-Stable Noise, Modulation and Amplitude Equations on Bounded Domains for Nonlinear SPDEs Driven by Cylindrical $\alpha$-stable Lévy Processes, Large deviation principle for occupation measures of stochastic generalized Burgers-Huxley equation, Strong averaging principle for a class of slow-fast singular SPDEs driven by \(\alpha\)-stable process, Irreducibility of stochastic complex Ginzburg-Landau equations driven by pure jump noise and its applications, Accessibility of SPDEs driven by pure jump noise and its applications, Ergodicity of stochastic magneto-hydrodynamic equations driven by \(\alpha\)-stable noise, Invariant measures for complex-valued dissipative dynamical systems and applications, Ergodicity of the stochastic coupled fractional Ginzburg-Landau equations driven by \(\alpha\)-stable noise, Global attracting set, exponential decay and stability in distribution of neutral SPDEs driven by additive \(\alpha\)-stable processes, Stability in distribution of neutral stochastic partial differential delay equations driven by \(\alpha\)-stable process, Pathwise uniqueness for a class of SPDEs driven by cylindrical \(\alpha \)-stable processes, Large deviation principle of occupation measures for non-linear monotone SPDEs, Pricing of basket options in subdiffusive fractional Black-Scholes model, Asymptotics for stochastic reaction-diffusion equation driven by subordinate Brownian motion, Exponential ergodicity of stochastic Burgers equations driven by \(\alpha\)-stable processes, The \(\alpha \)-dependence of the invariant measure of stochastic real Ginzburg-Landau equation driven by \(\alpha \)-stable Lévy processes, Option pricing of geometric Asian options in a subdiffusive Brownian motion regime, Ergodicity and exponential mixing of the real Ginzburg-Landau equation with a degenerate noise, Strong solutions for the stochastic Navier-Stokes equations on the 2D rotating sphere with stable Lévy noise, Transportation cost inequalities for stochastic reaction-diffusion equations with Lévy noises and non-Lipschitz reaction terms, Averaging principle for stochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable process, Irreducibility and asymptotics of stochastic Burgers equation driven by \(\alpha \)-stable processes, Limits of invariant measures of stochastic Burgers equations driven by two kinds of \(\alpha\)-stable processes



Cites Work