Ergodicity of Stochastic Shell Models Driven by Pure Jump Noise

DOI10.1137/140997312zbMath1454.60087arXiv1601.03242OpenAlexW2232720208WikidataQ59225608 ScholiaQ59225608MaRDI QIDQ2802690

Erika Hausenblas, Paul André Razafimandimby, Hakima Bessaih

Publication date: 27 April 2016

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.03242

zbMATH Keywords

ergodicityinvariant measurePoisson random measureLévy noiseBismut-Elworthy-Li formulatempered stable processesstrong Fellersabra and GOY shell modelsstochastic shell models

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Existence, uniqueness, and regularity theory for incompressible viscous fluids (76D03) Random measures (60G57) Dynamical systems approach to turbulence (76F20) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Statistical solutions of Navier-Stokes and related equations (76D06)

Related Items (5)

Another approach for stationary measures of stochastic 2D Navier-Stokes equations driven by pure jump noise ⋮ Well-posedness and large deviations for 2D stochastic Navier-Stokes equations with jumps ⋮ Accessibility of SPDEs driven by pure jump noise and its applications ⋮ Irreducibility and exponential mixing of some stochastic hydrodynamical systems driven by pure jump noise ⋮ Gradient formula for transition semigroup corresponding to stochastic equation driven by a system of independent Lévy processes

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