Controllability and qualitative properties of the solutions to SPDEs driven by boundary Lévy noise

DOI10.1007/S40072-015-0047-9MaRDI QIDQ744875zbMATHOpenAlexWikidataFDO

Authors Erika Hausenblas, Paul André Razafimandimby

Publication date 12 October 2015

Published in Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1207.2603

zbMATH Keywords

stochastic partial differential equationscontrollabilityinvariant measurePoisson random measuressupport theoremasymptotically strong Feller propertyboundary Lévy noise

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random measures (60G57) Controllability (93B05)

Abstract: Let $u$ be the solution to the following stochastic evolution equation (1) du(t,x)& = &A u(t,x) dt + B sigma(u(t,x)) dL(t),quad t>0; u(0,x) = x taking values in an Hilbert space $HH$, where $L$ is a $RR$ valued L'evy process, $A:HoH$ an infinitesimal generator of a strongly continuous semigroup, $sigma:HoRR$ bounded from below and Lipschitz continuous, and $B:RRoH$ a possible unbounded operator. A typical example of such an equation is a stochastic Partial differential equation with boundary L'evy noise. Let $CP=(C{P}_t{)}_{tge0}$ %{CP_t:0le t<infty}$thecorrespondingMarkoviansemigroup.Weshowthat,ifthesystem(2)du(t)=Au(t):dt+Bv(t),quadt>0u(0)=xisapproximatecontrollableintime$T>0$,thenundersomeadditionalconditionson$B$and$A$,forany$xin H$theprobabilitymeasure$CP_T^star delta_x$ispositiveonopensetsof$H$.Secondly,asanapplication,weinvestigateunderwhichconditionon\mathrm{\%}$HH$andonthe{L}^{\prime }evyprocess$L$andontheoperator$A$and$B$ the solution of Equation [1] is asymptotically strong Feller, respective, has a unique invariant measure. We apply these results to the damped wave equation driven by L'evy boundary noise.

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Cited in

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• scientific article; zbMATH DE number 1167561 (Why is no real title available?)
• Well-posedness and large deviations for 2D stochastic Navier-Stokes equations with jumps
• Approximate controllability of second-order stochastic differential systems driven by a Lévy process
• Advection-diffusion equation on a half-line with boundary Lévy noise

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