EXPONENTIAL MIXING FOR SOME SPDEs WITH LÉVY NOISE
From MaRDI portal
Publication:3174005
DOI10.1142/S0219493711003425zbMath1239.60060arXiv1010.4530OpenAlexW2962697484MaRDI QIDQ3174005
Lihu Xu, Zabczyk, Jerzy, Enrico 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
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (16)
Ergodicity of stochastic magneto-hydrodynamic equations driven by \(\alpha\)-stable noise ⋮ Singular integrals of subordinators with applications to structural properties of SPDEs ⋮ Attractors. Then and now ⋮ Ergodicity of the stochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable noises ⋮ Exponential ergodicity and regularity for equations with Lévy noise ⋮ Exponential mixing of 2D SDEs forced by degenerate Lévy noises ⋮ Ergodicity of the stochastic coupled fractional Ginzburg-Landau equations driven by \(\alpha\)-stable noise ⋮ Ergodicity of Stochastic Dissipative Equations Driven by α-Stable Process ⋮ On a class of stochastic partial differential equations with multiple invariant measures ⋮ Irreducibility and exponential mixing of some stochastic hydrodynamical systems driven by pure jump noise ⋮ Ergodicity of Stochastic Shell Models Driven by Pure Jump Noise ⋮ 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 ⋮ Pathwise uniqueness for a class of SPDEs driven by cylindrical \(\alpha \)-stable processes ⋮ Linear Evolution Equations with Cylindrical Lévy Noise: Gradient Estimates and Exponential Ergodicity ⋮ Ergodicity of Stochastic Hydrodynamical-Type Evolution Equations Driven by $$\alpha $$-Stable Noise
Cites Work
- 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
- Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise
- A semigroup approach to Kolmogoroff equations in Hilbert spaces
- Invariant measures and symmetry property of Lévy type operators
- 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
- Ergodicity of the Finite and Infinite Dimensional α-Stable Systems
- Stochastic partial differential equations driven by multi-parameter white noise of Lévy processes
- Mean reversion for HJMM forward rate models
- On processes of ornstein-uhlenbeck type in hilbert space
- Ergodicity for Infinite Dimensional Systems
- Stochastic Partial Differential Equations with Levy Noise
This page was built for publication: EXPONENTIAL MIXING FOR SOME SPDEs WITH LÉVY NOISE
