Limits of invariant measures of stochastic Burgers equations driven by two kinds of -stable processes

DOI10.1016/J.SPA.2021.12.016zbMATH Open1492.60190OpenAlexW4206340981MaRDI QIDQ2668488FDOQ2668488

Authors: Xian-Ming Liu 

Publication date: 7 March 2022

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

Full work available at URL: https://doi.org/10.1016/j.spa.2021.12.016

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zbMATH Keywords

stochastic Burgers equations\(\alpha\)-stable processessubordinated cylindrical Brownian motioncylindrical subordinated Brownian motion\(\alpha\)-dependence of invariant measures

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) PDEs with randomness, stochastic partial differential equations (35R60)

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Cited In (5)

• Moment estimates for invariant measures of stochastic Burgers equations
• Irreducibility and asymptotics of stochastic Burgers equation driven by \(\alpha \)-stable processes
• The \(\alpha \)-dependence of the invariant measure of stochastic real Ginzburg-Landau equation driven by \(\alpha \)-stable Lévy processes
• Exponential ergodicity of stochastic Burgers equations driven by \(\alpha\)-stable processes
• Small mass limit for stochastic interacting particle systems with Lévy noise and linear alignment force

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