EXPONENTIAL MIXING FOR SOME SPDEs WITH LÉVY NOISE

DOI10.1142/S0219493711003425MaRDI QIDQ3174005zbMATH OpenOpenAlexFDO

Authors E. Priola, Lihu Xu, Jerzy Zabczyk

Publication date 11 October 2011

Published in Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1010.4530

zbMATH Keywords

ergodicitystrong mixingexponential mixingstochastic PDEs driven by \(\alpha \)-stable noises

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Markov semigroups and applications to diffusion processes (47D07) PDEs with randomness, stochastic partial differential equations (35R60)

Abstract: We show how gradient estimates for transition semigroups can be used to establish exponential mixing for a class of Markov processes in infinite dimensions. We concentrate on semilinear systems driven by cylindrical $alpha$-stable noises, $alphain(0,2)$, introduced in Priola-Zabczyk "Structural properties of semilinear SPDEs driven by cylindrical stable processes" (PTRF to appear). We first prove that if the nonlinearity is bounded, then the system is ergodic and strong mixing. Then we show that the system is exponentially mixing provided that the nonlinearity, or its Lipschitz constant, are sufficiently small.

Recommendations

• Exponential mixing for SPDEs driven by highly degenerate Lévy noises
• Exponential convergence for some SPDEs with Lévy noises
• Exponential mixing of 2D SDEs forced by degenerate Lévy noises
• Exponential ergodicity for SDEs and McKean-Vlasov processes with Lévy noise
• Exponential mixing for a stochastic partial differential equation driven by degenerate noise
• On exponential rate of mixing for solutions of stochastic differential equations
• Exponential ergodicity and regularity for equations with Lévy noise
• Exponential mixing for stochastic PDEs: the non-additive case
• Exponential mixing properties of stochastic PDEs through asymptotic coupling

Cites work

• A semigroup approach to Kolmogoroff equations in Hilbert spaces
• A stochastic heat equation with the distributions of Lévy processes as its invariant measures
• Ergodicity for Infinite Dimensional Systems
• Ergodicity of the Finite and Infinite Dimensional α-Stable Systems
• Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise
• Invariant measures and symmetry property of Lévy type operators
• Mean reversion for HJMM forward rate models
• On processes of ornstein-uhlenbeck type in hilbert space
• Parabolic SPDEs driven by Poisson white noise
• Regular densities of invariant measures in Hilbert spaces
• Spectral gaps in Wasserstein distances and the 2D stochastic Navier-Stokes equations
• Stochastic Partial Differential Equations with Levy Noise
• Stochastic partial differential equations driven by multi-parameter white noise of Lévy processes
• Time irregularity of generalized Ornstein-Uhlenbeck processes
• Well posedness and asymptotic behavior for stochastic reaction-diffusion equations with multiplicative Poisson noise

Cited in

(21)

• Ergodicity of the stochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable noises
• On a class of stochastic partial differential equations with multiple invariant measures
• Singular integrals of subordinators with applications to structural properties of SPDEs
• Existence and exponential mixing of infinite white \(\alpha\)-stable systems with unbounded interactions
• Exponential mixing for SPDEs driven by highly degenerate Lévy noises
• Exponential mixing for skew products with discontinuities
• Pathwise uniqueness for a class of SPDEs driven by cylindrical \(\alpha \)-stable processes
• Stretched-exponential mixing for skew products with discontinuities
• Irreducibility and exponential mixing of some stochastic hydrodynamical systems driven by pure jump noise
• Attractors. Then and now
• Ergodicity of stochastic magneto-hydrodynamic equations driven by \(\alpha\)-stable noise
• Ergodicity of Stochastic Dissipative Equations Driven by α-Stable Process
• Controllability and qualitative properties of the solutions to SPDEs driven by boundary Lévy noise
• Linear Evolution Equations with Cylindrical Lévy Noise: Gradient Estimates and Exponential Ergodicity
• Irreducibility and asymptotics of stochastic Burgers equation driven by \(\alpha \)-stable processes
• Exponential ergodicity and regularity for equations with Lévy noise
• Exponential mixing of 2D SDEs forced by degenerate Lévy noises
• Exponential ergodicity of semilinear equations driven by Lévy processes in Hilbert spaces
• Ergodicity of stochastic shell models driven by pure jump noise
• Ergodicity of stochastic hydrodynamical-type evolution equations driven by \(\alpha \)-stable noise
• Ergodicity of the stochastic coupled fractional Ginzburg-Landau equations driven by \(\alpha\)-stable noise

This page was built for publication: EXPONENTIAL MIXING FOR SOME SPDEs WITH LÉVY NOISE

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3174005)