One-dimensional stochastic Burgers equation driven by Lévy processes

From MaRDI portal
Publication:880081

DOI10.1016/j.jfa.2006.09.010zbMath1114.60051OpenAlexW2055428553MaRDI QIDQ880081

Tiange Xu, Zhao Dong

Publication date: 10 May 2007

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfa.2006.09.010




Related Items (48)

Conservation laws driven by Lévy white noiseRegularity of Ornstein-Uhlenbeck processes driven by a Lévy white noise\(L^{p}\)-strong convergence of the averaging principle for slow-fast SPDEs with jumpsStochastic reaction-diffusion equations driven by jump processesAveraging principle for one dimensional stochastic Burgers equationAsymptotics of stochastic Burgers equation with jumpsLong time stability of nonlocal stochastic Kuramoto-Sivashinsky equations with jump noisesStochastic Burgers' equation with fractional derivative driven by multiplicative noiseLimits of invariant measures of stochastic Burgers equations driven by two kinds of \(\alpha\)-stable processesStochastic conservation laws: weak-in-time formulation and strong entropy conditionAveraging principle of stochastic Burgers equation driven by Lévy processesFokker-Planck equations and maximal dissipativity for Kolmogorov operators for SPDE driven by Lévy noiseKolmogorov continuity and stability of sample paths of entropy solutions of stochastic conservation lawsON A NONLOCAL STOCHASTIC KURAMOTO–SIVASHINSKY EQUATION WITH JUMPSGlobal Well-Posedness and Regularity of Stochastic 3D Burgers Equation with Multiplicative NoiseOn limiting behavior of stationary measures for stochastic evolution systems with small noise intensityPoisson stable solutions for stochastic PDEs driven by Lévy noiseErgodicity of 3D stochastic Burgers equationThe Burgers equation driven by a stochastic measureThe Burgers equation with affine linear noise: dynamics and stabilityStochastic wave equation of pure jumps: Existence, uniqueness and invariant measuresOn a Burgers type nonlinear equation perturbed by a pure jump Lévy noise in \(\mathbb R^d\)Stochastic generalized Burgers equations driven by fractional noisesErgodicity of the stochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable noisesA stochastic generalized Ginzburg-Landau equation driven by jump noiseOn the uniqueness of invariant measure of the Burgers equation driven by Lévy processesErgodicity of linear SPDE driven by Lévy noiseBlow-up of solutions for semilinear stochastic delayed reaction-diffusion equations with Lévy noiseLarge deviation for two-time-scale stochastic burgers equationBurgers' system with a fractional Brownian random forceStochastic nonlinear wave equation with memory driven by compensated Poisson random measures1-soliton solution of the generalized Burgers equation with generalized evolutionErgodicity of stochastic Burgers system with dissipative termExponential stability of energy solutions to stochastic partial differential equations with variable delays and jumpsExponential ergodicity of stochastic Burgers equations driven by \(\alpha\)-stable processesVariational solutions of dissipative jump-type stochastic evolution equationsLong time behavior for stochastic Burgers equations with jump noisesSpatial Sobolev regularity for stochastic Burgers equations with additive trace class noiseStrong solutions for SPDE with locally monotone coefficients driven by Lévy noiseContinuous dependence estimate for conservation laws with Lévy noiseLarge deviations for a class of semilinear stochastic partial differential equationsGlobal well-posedness and large deviations for 3D stochastic Burgers equationsPathwise uniqueness for a class of SPDEs driven by cylindrical \(\alpha \)-stable processesDifferentiability of the transition semigroup of the stochastic Burgers-Huxley equation and application to optimal controlStrong solutions for the stochastic 3D LANS-α model driven by non-Gaussian Lévy noiseConvergence of a flux-splitting finite volume scheme for conservation laws driven by Lévy noiseKolmogorov operator and Fokker-Planck equation associated to a stochastic Burgers equation driven by Lévy noiseStrong averaging principle for slow-fast SPDEs with Poisson random measures



Cites Work


This page was built for publication: One-dimensional stochastic Burgers equation driven by Lévy processes