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
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
accessibility; ergodicity; maximal inequality; Galerkin approximation; strong Feller property; stochastic \(\alpha\)-stable convolution; stochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable noises
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
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Invariant measures of stochastic \(2D\) Navier-Stokes equation driven by \(\alpha\)-stable processes
- Well posedness and asymptotic behavior for stochastic reaction-diffusion equations with multiplicative Poisson noise
- Existence and exponential mixing of infinite white \(\alpha\)-stable systems with unbounded interactions
- Exponential ergodicity and regularity for equations with Lévy noise
- A note on time regularity of generalized Ornstein-Uhlenbeck processes with cylindrical stable noise
- Structural properties of semilinear SPDEs driven by cylindrical stable processes
- Maximal regularity for stochastic convolutions driven by Lévy processes
- Regularity of Ornstein-Uhlenbeck processes driven by a Lévy white noise
- One-dimensional stochastic Burgers equation driven by Lévy processes
- On the uniqueness of invariant measure of the Burgers equation driven by Lévy processes
- Exponential ergodicity of the solutions to SDE's with a jump noise
- Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise
- Global solutions of stochastic 2D Navier-Stokes equations with Lévy noise
- Parabolic SPDEs driven by Poisson white noise
- 2D stochastic Navier-Stokes equations driven by jump noise
- Exponential ergodicity of stochastic Burgers equations driven by \(\alpha\)-stable processes
- Exponential mixing of 2D SDEs forced by degenerate Lévy noises
- EXPONENTIAL MIXING FOR SOME SPDEs WITH LÉVY NOISE
- Ergodicity of the Finite and Infinite Dimensional α-Stable Systems
- Stochastic partial differential equations driven by multi-parameter white noise of Lévy processes
- Lévy Processes and Stochastic Calculus
- Stochastic Partial Differential Equations with Levy Noise
- Stochastic Equations in Infinite Dimensions