Ergodicity for nonlinear stochastic evolution equations with multiplicative Poisson noise
From MaRDI portal
Publication:983132
DOI10.4310/DPDE.2010.v7.n1.a1zbMath1203.60088arXiv0909.3725MaRDI QIDQ983132
Giacomo Ziglio, Carlo Marinelli
Publication date: 30 July 2010
Published in: Dynamics of Partial Differential Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0909.3725
Monotone operators and generalizations (47H05) Ergodicity, mixing, rates of mixing (37A25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random measures (60G57)
Related Items (8)
Ergodicity and Local Limits for Stochastic Local and Nonlocal $p$-Laplace Equations ⋮ Fréchet differentiability of mild solutions to SPDEs with respect to the initial datum ⋮ Accessibility of SPDEs driven by pure jump noise and its applications ⋮ Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps ⋮ Yosida approximations for multivalued stochastic partial differential equations driven by Lévy noise on a Gelfand triple ⋮ Ergodicity and Kolmogorov equations for dissipative SPDEs with singular drift: a variational approach ⋮ Exponential ergodicity in the bounded-Lipschitz distance for some piecewise-deterministic Markov processes with random switching between flows ⋮ A variational approach to stochastic nonlinear diffusion problems with dynamical boundary conditions
This page was built for publication: Ergodicity for nonlinear stochastic evolution equations with multiplicative Poisson noise