Exponential ergodicity of semilinear equations driven by Lévy processes in Hilbert spaces

DOI10.4064/BC105-0-4MaRDI QIDQ5265534zbMATH OpenOpenAlexFDO

Authors Anna Chojnowska-Michalik, B. Goldys

Publication date 28 July 2015

Published in Banach Center Publications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1404.3323

zbMATH Keywords

Wiener processinvariant measureexponential ergodicitysemilinear stochastic evolution equationsLévy noise\(\alpha\)-stable cylindrical noise

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stable stochastic processes (60G52)

Abstract: We study convergence to the invariant measure for a class of semilinear stochastic evolution equations driven by L'evy noise, including the case of cylindrical noise. For a certain class of equations we prove the exponential rate of convergence in the norm of total variation. Our general result is applied to a number of specific equations driven by cylindrical symmetric $alpha$-stable noise and/or cylindrical Wiener noise. We also consider the case of a "singular" Wiener process with unbounded covariance operator. In particular, in the equation with diagonal pure $alpha$-stable cylindrical noise introduced by Priola and Zabczyk we generalize results in [12]. In the proof we use an idea of Maslowski and Seidler from [10].

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Cited in

(4)

• Exponential convergence for some SPDEs with Lévy noises
• Linear Evolution Equations with Cylindrical Lévy Noise: Gradient Estimates and Exponential Ergodicity
• Exponential ergodicity and regularity for equations with Lévy noise
• H-C^1 maps and elliptic SPDEs with polynomial and exponential perturbations of Nelson's Euclidean free field

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