Ergodicity of linear SPDE driven by Lévy noise

DOI10.1007/S11424-010-9269-0MaRDI QIDQ469641zbMATHOpenAlexFDO

Authors Zhao Dong, Yingchao Xie

Publication date 11 November 2014

Published in Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11424-010-9269-0

zbMATH Keywords

ergodicityinvariant measurelinear SPDELévy noise

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites work

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Cited in

(13)

• Bismut type derivative formulae and gradient estimate for multiplicative SDEs with fractional noises
• Poincaré inequality for linear SPDE driven by Lévy noise
• Bismut formulae and applications for functional SPDEs
• Derivative formulas and applications for degenerate stochastic differential equations with fractional noises
• Fokker-Planck equations and maximal dissipativity for Kolmogorov operators for SPDE driven by Lévy noise
• Ergodicity of stochastic 2D Navier-Stokes equation with Lévy noise
• Bismut formulas and applications for stochastic (functional) differential equations driven by fractional Brownian motions
• Kolmogorov operator and Fokker-Planck equation associated to a stochastic Burgers equation driven by Lévy noise
• Ergodicity of Stochastic Dissipative Equations Driven by α-Stable Process
• Reflected stochastic partial differential equations with jumps
• Bismut formula for a stochastic heat equation with fractional noise
• Derivative formula and exponential convergence for semilinear SPDEs driven by Lévy processes
• Large deviations for invariant measures of stochastic differential equations with jumps

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