Ergodicity of linear SPDE driven by Lévy noise
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Publication:469641
DOI10.1007/S11424-010-9269-0zbMATH Open1298.60065OpenAlexW2396654457MaRDI QIDQ469641FDOQ469641
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
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Cited In (13)
- Fokker-Planck equations and maximal dissipativity for Kolmogorov operators for SPDE driven by Lévy noise
- Bismut type derivative formulae and gradient estimate for multiplicative SDEs with fractional noises
- Bismut formulas and applications for stochastic (functional) differential equations driven by fractional Brownian motions
- Large deviations for invariant measures of stochastic differential equations with jumps
- Bismut formulae and applications for functional SPDEs
- Poincaré inequality for linear SPDE driven by Lévy noise
- Bismut formula for a stochastic heat equation with fractional noise
- Derivative formulas and applications for degenerate stochastic differential equations with fractional noises
- 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
- Ergodicity of stochastic 2D Navier-Stokes equation with Lévy noise
- Derivative formula and exponential convergence for semilinear SPDEs driven by Lévy processes
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