Exponential Ergodicity of Stochastic Burgers Equations Driven by α-Stable Processes

被引：0
|
作者：
Zhao Dong
Lihu Xu
Xicheng Zhang
机构：
[1] CAS,Institute of Applied Mathematics, AMSS
[2] Brunel University,Department of Mathematics
[3] University of Macau,Department of Mathematics, Faculty of Science and Technology
[4] Wuhan University,School of Mathematics and Statistics
来源：
Journal of Statistical Physics | 2014年 / 154卷
关键词：
Alpha-stable processes; Burgers equations; Exponential mixing;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this work, we prove the strong Feller property and the exponential ergodicity of stochastic Burgers equations driven by α/2-subordinated cylindrical Brownian motions with α∈(1,2). To prove the results, we truncate the nonlinearity and use the derivative formula for SDEs driven by α-stable noises established in (Zhang in Stoch. Process. Appl. 123(4):1213–1228, 2013).
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页码：929 / 949
页数：20
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