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 -stable noises (0 < < 2). Thanks to the stimulating discussion [14], this technique is promising to study the exponential mixing problem of SPDEs driven by degenerate symmetric -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