EXPONENTIAL MIXING FOR SOME SPDEs WITH LÉVY NOISE
DOI10.1142/S0219493711003425zbMATH Open1239.60060arXiv1010.4530OpenAlexW2962697484MaRDI QIDQ3174005FDOQ3174005
Lihu Xu, Jerzy Zabczyk, E. Priola
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
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Cites Work
- On processes of ornstein-uhlenbeck type in hilbert space
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- Ergodicity for Infinite Dimensional Systems
- Stochastic Partial Differential Equations with Levy Noise
- Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise
- Spectral gaps in Wasserstein distances and the 2D stochastic Navier-Stokes equations
- Invariant measures and symmetry property of Lévy type operators
- Parabolic SPDEs driven by Poisson white noise
- Well posedness and asymptotic behavior for stochastic reaction-diffusion equations with multiplicative Poisson noise
- Time irregularity of generalized Ornstein-Uhlenbeck processes
- A stochastic heat equation with the distributions of Lévy processes as its invariant measures
- Stochastic partial differential equations driven by multi-parameter white noise of Lévy processes
- Mean reversion for HJMM forward rate models
- Regular densities of invariant measures in Hilbert spaces
- A semigroup approach to Kolmogoroff equations in Hilbert spaces
Cited In (19)
- On a class of stochastic partial differential equations with multiple invariant measures
- Singular integrals of subordinators with applications to structural properties of SPDEs
- 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
- Ergodicity of Stochastic Hydrodynamical-Type Evolution Equations Driven by $$\alpha $$-Stable 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
- Linear Evolution Equations with Cylindrical Lévy Noise: Gradient Estimates and Exponential Ergodicity
- Controllability and qualitative properties of the solutions to SPDEs driven by boundary Lévy noise
- Irreducibility and asymptotics of stochastic Burgers equation driven by \(\alpha \)-stable processes
- Exponential mixing of 2D SDEs forced by degenerate Lévy noises
- Exponential ergodicity and regularity for equations with Lévy noise
- Ergodicity of stochastic shell models driven by pure jump noise
- Ergodicity of the stochastic coupled fractional Ginzburg-Landau equations driven by \(\alpha\)-stable noise
- Ergodicity of the stochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable noises
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