English

Ergodicity for nonlinear stochastic evolution equations with multiplicative Poisson noise

Analysis of PDEs 2009-09-22 v1 Probability

Abstract

We study the asymptotic behavior of solutions to stochastic evolution equations with monotone drift and multiplicative Poisson noise in the variational setting, thus covering a large class of (fully) nonlinear partial differential equations perturbed by jump noise. In particular, we provide sufficient conditions for the existence, ergodicity, and uniqueness of invariant measures. Furthermore, under mild additional assumptions, we prove that the Kolmogorov equation associated to the stochastic equation with additive noise is solvable in L1L_1 spaces with respect to an invariant measure.

Keywords

Cite

@article{arxiv.0909.3725,
  title  = {Ergodicity for nonlinear stochastic evolution equations with multiplicative Poisson noise},
  author = {Carlo Marinelli and Giacomo Ziglio},
  journal= {arXiv preprint arXiv:0909.3725},
  year   = {2009}
}

Comments

21 pages

R2 v1 2026-06-21T13:48:34.977Z