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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 α/2\alpha/2-subordinated cylindrical Brownian motions with α(1,2)\alpha\in(1,2). To prove the results, we truncate the nonlinearity and use the derivative formula for SDEs driven by α\alpha-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