Exponential Ergodicity of stochastic Burgers equations driven by $\alpha$-stable processes
Probability
2015-06-11 v2 Analysis of PDEs
Abstract
In this work, we prove the strong Feller property and the exponential ergodicity of stochastic Burgers equations driven by -subordinated cylindrical Brownian motions with . To prove the results, we truncate the nonlinearity and use the derivative formula for SDEs driven by -stable noises established in Zhang (arXiv:1204.2630v2).
Keywords
Cite
@article{arxiv.1208.5804,
title = {Exponential Ergodicity of stochastic Burgers equations driven by $\alpha$-stable processes},
author = {Zhao Dong and Lihu Xu and Xicheng Zhang},
journal= {arXiv preprint arXiv:1208.5804},
year = {2015}
}
Comments
17pp