Linear response theory for nonlinear stochastic differential equations with -stable Lévy noises
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Publication:2658413
Markov semigroups and applications to diffusion processes (47D07) Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)
Abstract: We consider a nonlinear stochastic differential equation driven by an -stable L'{e}vy process (). We first obtain some regularity results for the probability density of its invariant measure via establishing the a priori estimate of the corresponding stationary Fokker-Planck equation. Then by the a priori estimate of Kolmogorov backward equations and the perturbation property of Markov semigroup, we derive the response function and generalize the famous linear response theory in nonequilibrium statistical mechanics to non-Gaussian stochastic dynamic systems.
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Cited in
(5)- Homogenization of dissipative Hamiltonian systems under Lévy fluctuations
- Differentiable approximation of diffusion equations driven by \(\alpha\)-stable Lévy noise
- Stability of stochastic Gilpin-Ayala model driven by α -stable process under regime switching
- Linear and fractional response for nonlinear dissipative SPDEs
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