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

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Publication:744875




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=(CPt)tge0 %{CP_t:0le t<infty}thecorrespondingMarkoviansemigroup.Weshowthat,ifthesystem(2)du(t)=Au(t):dt+Bv(t),quadt>0u(0)=xisapproximatecontrollableintimeT>0,thenundersomeadditionalconditionsonBandA,foranyxin HtheprobabilitymeasureCP_T^star delta_xispositiveonopensetsofH.Secondly,asanapplication,weinvestigateunderwhichconditionon%HHandontheLevyprocessLandontheoperatorAandB$ 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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