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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

This study aims to analyze the ergodicity for stochastic 2D Boussinesq equations and explore the impact of a highly degenerate pure jump Levy noise acting only in the temperature equation, this noise could appear on a few Fourier modes. By…

概率论 · 数学 2025-03-25 Jianhua Huang , Xuhui Peng , Xue Wang , Jiangwei Zhang

This paper is concerned with the ergodicity for stochastic 2D fractional magneto-hydrodynamic equations on the two-dimensional torus driven by a highly degenerate pure jump L\'{e}vy noise. We focus on the challenging case where the noise…

概率论 · 数学 2025-05-01 Xue Wang , Jiangwei Zhang , Jianhua Huang

We establish a new version of the stochastic Strichartz estimate for the stochastic convolution driven by jump noise which we apply to the stochastic nonlinear Schr\"{o}dinger equation with nonlinear multiplicative jump noise in the Marcus…

概率论 · 数学 2021-04-20 Zdzisław Brzeźniak , Wei Liu , Jiahui Zhu

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…

偏微分方程分析 · 数学 2009-09-22 Carlo Marinelli , Giacomo Ziglio

We consider the 2D stochastic Navier-Stokes equations driven by noise that has the regularity of space-time white noise but doesn't exactly coincide with it. We show that, provided that the intensity of the noise is sufficiently weak at…

概率论 · 数学 2025-10-22 Martin Hairer , Wenhao Zhao

This paper studies stabilities of stochastic differential equation (SDE) driven by time-changed L\'evy noise in both probability and moment sense. This provides more flexibility in modeling schemes in application areas including physics,…

概率论 · 数学 2016-04-27 Erkan Nane , Yinan Ni

We consider SDEs driven by multiplicative pure jump L\'{e}vy noises, where L\'evy processes are not necessarily comparable to $\alpha$-stable-like processes. By assuming that the SDE has a unique solution, we obtain gradient estimates of…

概率论 · 数学 2018-01-19 Mingjie Liang , Jian Wang

Phase transitions and effects of external noise on many body systems are one of the main topics in physics. In mean field coupled nonlinear dynamical stochastic systems driven by Brownian noise, various types of phase transitions including…

统计力学 · 物理学 2015-05-13 Akihisa Ichiki , Masatoshi Shiino

We show the strong well-posedness of SDEs driven by general multiplicative L\'evy noises with Sobolev diffusion and jump coefficients and integrable drift. Moreover, we also study the strong Feller property, irreducibility as well as the…

概率论 · 数学 2017-05-23 Longjie Xie , Xicheng Zhang

In this paper, we investigate ergodicity in total variation of the process $X_t$, related to a L\'evy-driven stochastic differential equation with unbounded coefficients, and describe the speed of convergence to the respective invariant…

概率论 · 数学 2025-09-25 Victoria Knopova , Yana Mokanu

We study the stochastic transport equation with globally $\beta$-H\"older continuous and bounded vector field driven by a non-degenerate pure-jump L\'evy noise of $\alpha$-stable type. Whereas the deterministic transport equation may lack…

概率论 · 数学 2025-12-22 Zdzisław Brzeźniak , Enrico Priola , Jianliang Zhai , Jiahui Zhu

This paper studies path stabilities of the solution to stochastic differential equations (SDE) driven by time-changed L\'evy noise. The conditions for the solution of time-changed SDE to be path stable and exponentially path stable are…

概率论 · 数学 2020-02-17 Erkan Nane , Yinan Ni

We study the existence and uniqueness, the regularity, and the long-time behavior of strong solutions to stochastic curve shortening flow driven by a transport-type pure jump L\'evy noise. To obtain the existence and uniqueness of strong…

概率论 · 数学 2026-05-12 Xiaotian Ge , Shijie Shang , Weina Wu , Jianliang Zhai

This paper investigates the ergodicity of stochastic functional differential equations with jumps under the Wasserstein distance by the generalized coupling method. Two key conditions are verified. The first is verified by establishing an…

概率论 · 数学 2026-05-07 Mingkun Ye , Yafei Zhai , Zuozheng Zhang

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 establish a substitution formula for stochastic differential equation driven by generalized grey noise. We then apply this formula to investigate the absolute continuity of the solution with respect to the Lebesgue measure…

概率论 · 数学 2014-12-16 José Luís da Silva , Mohamed Erraoui

This work is devoted to the proof of the existence of a martingale solution for a complex version of the stochastic Stefan problem. This particular formulation incorporates two important features: a mushy region and turbulent transport…

偏微分方程分析 · 数学 2025-05-14 Ioana Ciotir , Franco Flandoli , Dan Goreac

In this article, we study the stochastic wave equation on the entire space $\mathbb{R}^d$, driven by a space-time L\'evy white noise with possibly infinite variance (such as the $\alpha$-stable L\'evy noise). In this equation, the noise is…

概率论 · 数学 2023-03-23 Raluca M. Balan

We consider stochastic 2D Euler equations with $L^2$-initial vorticity and driven by L\'evy transport noise in the Marcus sense. Under a suitable scaling limit of the noises, we prove that the weak solutions converge weakly to the unique…

概率论 · 数学 2025-10-16 Dejun Luo , Feifan Teng
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