English

Exponential mixing for SDEs forced by degenerate Levy noises

Probability 2015-01-27 v3

Abstract

We modify the coupling method established in [22, 20] and develop a technique to prove the exponential mixing of a 2D stochastic system forced by degenerate Levy noises. In particular, these Levy noises include α\alpha-stable noises (0 < α\alpha < 2). Thanks to the stimulating discussion [14], this technique is promising to study the exponential mixing problem of SPDEs driven by degenerate symmetric α\alpha-stable noises.

Keywords

Cite

@article{arxiv.1112.1647,
  title  = {Exponential mixing for SDEs forced by degenerate Levy noises},
  author = {Lihu Xu},
  journal= {arXiv preprint arXiv:1112.1647},
  year   = {2015}
}

Comments

Some small errors in the proof of Theorem 2.4 were corrected