Exponential Ergodicity of Stochastic Burgers Equations Driven by α-Stable Processes

Zhao Dong; Lihu Xu; Xicheng Zhang

doi:10.1007/s10955-013-0881-y

Exponential Ergodicity of Stochastic Burgers Equations Driven by α-Stable Processes

Zhao Dong
, Lihu Xu^*
, Xicheng Zhang

^*Corresponding author for this work

CAS - Institute of Applied Mathematics
Department of Mathematics
Brunel University London
University of Macau
Wuhan University
Department of Mathematics

Research output: Contribution to journal › Article › peer-review

38 Citations (Scopus)

Abstract

In this work, we prove the strong Feller property and the exponential ergodicity of stochastic Burgers equations driven by α/2-subordinated cylindrical Brownian motions with α∈(1,2). To prove the results, we truncate the nonlinearity and use the derivative formula for SDEs driven by α-stable noises established in (Zhang in Stoch. Process. Appl. 123(4):1213-1228, 2013).

Original language	English
Pages (from-to)	929-949
Number of pages	21
Journal	Journal of Statistical Physics
Volume	154
Issue number	4
DOIs	https://doi.org/10.1007/s10955-013-0881-y
Publication status	Published - Feb 2014
Externally published	Yes

Keywords

Alpha-stable processes
Burgers equations
Exponential mixing

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10.1007/s10955-013-0881-y

Cite this

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title = "Exponential Ergodicity of Stochastic Burgers Equations Driven by α-Stable Processes",

abstract = "In this work, we prove the strong Feller property and the exponential ergodicity of stochastic Burgers equations driven by α/2-subordinated cylindrical Brownian motions with α∈(1,2). To prove the results, we truncate the nonlinearity and use the derivative formula for SDEs driven by α-stable noises established in (Zhang in Stoch. Process. Appl. 123(4):1213-1228, 2013).",

keywords = "Alpha-stable processes, Burgers equations, Exponential mixing",

author = "Zhao Dong and Lihu Xu and Xicheng Zhang",

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T1 - Exponential Ergodicity of Stochastic Burgers Equations Driven by α-Stable Processes

AU - Dong, Zhao

AU - Xu, Lihu

AU - Zhang, Xicheng

PY - 2014/2

Y1 - 2014/2

N2 - In this work, we prove the strong Feller property and the exponential ergodicity of stochastic Burgers equations driven by α/2-subordinated cylindrical Brownian motions with α∈(1,2). To prove the results, we truncate the nonlinearity and use the derivative formula for SDEs driven by α-stable noises established in (Zhang in Stoch. Process. Appl. 123(4):1213-1228, 2013).

AB - In this work, we prove the strong Feller property and the exponential ergodicity of stochastic Burgers equations driven by α/2-subordinated cylindrical Brownian motions with α∈(1,2). To prove the results, we truncate the nonlinearity and use the derivative formula for SDEs driven by α-stable noises established in (Zhang in Stoch. Process. Appl. 123(4):1213-1228, 2013).

KW - Alpha-stable processes

KW - Burgers equations

KW - Exponential mixing

UR - https://www.scopus.com/pages/publications/84893982332

U2 - 10.1007/s10955-013-0881-y

DO - 10.1007/s10955-013-0881-y

M3 - Article

AN - SCOPUS:84893982332

SN - 0022-4715

VL - 154

SP - 929

EP - 949

JO - Journal of Statistical Physics

JF - Journal of Statistical Physics

IS - 4

ER -

Exponential Ergodicity of Stochastic Burgers Equations Driven by α-Stable Processes

Abstract

Keywords

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