Ergodicity of stochastic shell models driven by pure jump noise
Abstract
In the present paper we study a stochastic evolution equation for shell (SABRA \& GOY) models with pure jump \levy noise on a Hilbert space . Here is a family of independent and identically distributed (i.i.d.) real-valued pure jump \levy processes and is an orthonormal basis of . We mainly prove that the stochastic system has a unique invariant measure. For this aim we show that if the \levy measure of each component of satisfies a certain order and a non-{degeneracy} condition and is absolutely continuous with respect to the Lebesgue measure, then the Markov semigroup associated {with} the unique solution of the system has the strong Feller property. If, furthermore, each satisfies a small deviation property, then 0 is accessible for the dynamics independently of the initial condition. Examples of noises satisfying our conditions are a family of i.i.d tempered \levy noises and where (resp., ) is a sequence of i.i.d subordinator Gamma (resp., real-valued Wiener) processes with \levy density . The proof of the strong Feller property relies on the truncation of the nonlinearity and the use of a gradient estimate for the Galerkin system of the truncated equation. The gradient estimate is a consequence of a Bismut-Elworthy-Li (BEL) type formula that we prove in the Appendix A of the paper.
Keywords
Cite
@article{arxiv.1601.03242,
title = {Ergodicity of stochastic shell models driven by pure jump noise},
author = {Hakima Bessaih and Erika Hausenblas and Paul A. Razafimandimby},
journal= {arXiv preprint arXiv:1601.03242},
year = {2016}
}
Comments
To appear in SIAM Journal on Mathematical Analysis, 2016