On the uniqueness of invariant measure of the Burgers equation driven by Lévy processes

DOI10.1007/s10959-008-0143-0zbMath1148.60038MaRDI QIDQ927260

Elsie Sterbin Gottlieb

Publication date: 4 June 2008

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-008-0143-0

zbMATH Keywords

Burgers equation; invariant measure; mild solution; Poisson process; \(Q\)-Wiener process

Mathematics Subject Classification ID

34F05: Ordinary differential equations and systems with randomness

60H20: Stochastic integral equations

Related Items

Ergodicity of stochastic Boussinesq equations driven by Lévy processes, Ergodicity of linear SPDE driven by Lévy noise, Ergodicity of stochastic 2D Navier-Stokes equation with Lévy noise, Fokker-Planck equations and maximal dissipativity for Kolmogorov operators for SPDE driven by Lévy noise, Exponential stability of energy solutions to stochastic partial differential equations with variable delays and jumps, Ergodicity of the stochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable noises

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