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The irreducibility is fundamental for the study of ergodicity of stochastic dynamical systems. The existing methods on the irreducibility of stochastic partial differential equations (SPDEs) and stochastic differential equations (SDEs)…

概率论 · 数学 2025-05-27 Jian Wang , Hao Yang , Jianliang Zhai , Tusheng Zhang

In this paper, we study the weak irreducibility of stochastic delay differential equations(SDDEs) driven by pure jump noise. The main contribution of this paper is to provide a concise proof of weak irreducibility, releasing condition…

概率论 · 数学 2025-09-03 Hao Yang , Jian Wang

Considering irreducibility is fundamental for studying the ergodicity of stochastic dynamical systems. In this paper, we establish the irreducibility of stochastic complex Ginzburg-Laudau equations driven by pure jump noise. Our results are…

概率论 · 数学 2022-10-04 Hao Yang , Jian Wang , Jianliang Zhai

In this paper we show that solutions of stochastic partial differential equations driven by Brownian motion can be approximated by stochastic partial differential equations forced by pure jump noise/random kicks. Applications to stochastic…

概率论 · 数学 2014-01-31 Giulia Di Nunno , Tusheng Zhang

The existence of random attractors for a large class of stochastic partial differential equations (SPDE) driven by general additive noise is established. The main results are applied to various types of SPDE, as e.g. stochastic…

偏微分方程分析 · 数学 2011-07-21 Benjamin Gess , Wei Liu , Michael Roeckner

The existence of random attractors for singular stochastic partial differential equations (SPDE) perturbed by general additive noise is proven. The drift is assumed only to satisfy the standard assumptions of the variational approach to…

概率论 · 数学 2011-11-02 Benjamin Gess

By a coupling method, we prove that a family of stochastic partial differential equations (SPDEs) driven by highly degenerate pure jump L\'evy noises are exponential mixing. These pure jump L\'evy noises include $\alpha$-stable process with…

概率论 · 数学 2019-11-13 Xiaobin Sun , Yingchao Xie , Lihu Xu

In this paper, we establish the ergodicity for stochastic 2D Navier-Stokes equations driven by a highly degenerate pure jump L\'evy noise. The noise could appear in as few as four directions. This gives an affirmative anwser to a…

概率论 · 数学 2024-05-02 Xuhui Peng , Jianliang Zhai , Tusheng Zhang

In this paper, we study a class of stochastic partial differential equations (SPDEs) driven by space-time fractional noises. Our method consists in studying first the nonlocal SPDEs and showing then the convergence of the family of these…

概率论 · 数学 2014-09-17 Ying Hu , Yiming Jiang , Zhongmin Qian

This paper focuses on stochastic partial differential equations (SPDEs) under two-time-scale formulation. Distinct from the work in the existing literature, the systems are driven by $\alpha$-stable processes with $\alpha \in(1,2)$. In…

统计理论 · 数学 2016-09-30 Jianhai Bao , George Yin , Chenggui Yuan

In this paper, we establish the existence and uniqueness of solutions of stochastic nonlinear Schr\"{o}dinger equations with additive jump noise in $L^2(\mathbb{R}^d)$. Our results cover all either focusing or defocusing nonlinearity in the…

概率论 · 数学 2022-07-11 Jian Wang , Jianliang Zhai , Jiahui Zhu

We prove the existence of random dynamical systems and random attractors for a large class of locally monotone stochastic partial differential equations perturbed by additive L\'{e}vy noise. The main result is applicable to various types of…

概率论 · 数学 2021-02-23 Benjamin Gess , Wei Liu , Andre Schenke

This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…

最优化与控制 · 数学 2015-04-27 Viorel Barbu , Stefano Bonaccorsi , Luciano Tubaro

In this paper, we first show the well-posedness of the SDEs driven by L\'{e}vy noises under mild conditions. Then, we consider the existence and uniqueness of periodic solutions of the SDEs. To establish the ergodicity and uniqueness of…

概率论 · 数学 2019-06-20 Xiao-Xia Guo , Wei Sun

In this paper we show that solutions of two-dimensional stochastic Navier-Stokes equations driven by Brownian motion can be approximated by stochastic Navier-Stokes equations forced by pure jump noise/random kicks.

概率论 · 数学 2017-09-28 Shijie Shang , Tusheng Zhang

We study the notions of mild solution and generalized solution to a linear stochastic partial differential equation driven by a pure jump symmetric L\'evy white noise. We identify conditions for existence for these two kinds of solutions,…

概率论 · 数学 2018-09-27 Robert C. Dalang , Thomas Humeau

Semilinear hyperbolic stochastic partial differential equations (SPDEs) find widespread applications in the natural and engineering sciences. However, the traditional Gaussian setting may prove too restrictive, as phenomena in mathematical…

数值分析 · 数学 2023-07-04 Andrea Barth , Andreas Stein

We prove the existence of random attractors for a large class of degenerate stochastic partial differential equations (SPDE) perturbed by joint additive Wiener noise and real, linear multiplicative Brownian noise, assuming only the standard…

概率论 · 数学 2015-06-05 Benjamin Gess

We show that, in one spatial and arbitrary jump dimension, the averaged solution of a Marcustype SPDE with pure jump L\'evy transport noise satisfies a dissipative deterministic equation involving a fractional Laplace-type operator. To this…

概率论 · 数学 2024-02-14 Franco Flandoli , Andrea Papini , Marco Rehmeier

We consider the stochastic incompressible magnetohydrodynamic equations driven by additive jump noises on either the whole space $\mathbb{R}^d$, $d=2,3$ or a smooth bounded domain $D$ in $\mathbb{R}^d$. We establish the local existence and…

概率论 · 数学 2024-12-18 Kaicheng Ni , Heling Su , Jiahui Zhu
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