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 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