2016
DOI: 10.1007/s00220-016-2693-9
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Irreducibility and Exponential Mixing of Some Stochastic Hydrodynamical Systems Driven by Pure Jump Noise

Abstract: Abstract:In this paper, we derive several results related to the long-time behavior of a class of stochastic semilinear evolution equations in a separable Hilbert space H:Here A is a positive self-adjoint operator and B is a bilinear map, and the driving noise L is basically a D(A −1/2 )-valued Lévy process satisfying several technical assumptions. By using a density transformation theorem type for Lévy measure, we first prove a support theorem and an irreducibility property of the Ornstein-Uhlenbeck processes… Show more

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Cited by 21 publications
(17 citation statements)
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“…Stochastic partial differential equations (SPDEs) driven by jump-type noises such as Lévytype or Poisson-type perturbations are drastically different from those driven by Wiener noises, due to the presence of jumps, concerning the well-posedness, the Burkholder-Davis-Gundy inequality, the Girsanov theorem, the time regularity, the ergodicity, irreducibility, mixing property and other long-time behaviour of the solutions. For more details, please refer to [3] [8] [19] [20] [23][27] [28] [34], and the references therein. In general, all the results and/or techniques available for the SPDEs with Gaussian noise are not always suitable for the treatment of SPDEs with Lévy noise and therefore we require new and different techniques.…”
Section: Introductionmentioning
confidence: 99%
“…Stochastic partial differential equations (SPDEs) driven by jump-type noises such as Lévytype or Poisson-type perturbations are drastically different from those driven by Wiener noises, due to the presence of jumps, concerning the well-posedness, the Burkholder-Davis-Gundy inequality, the Girsanov theorem, the time regularity, the ergodicity, irreducibility, mixing property and other long-time behaviour of the solutions. For more details, please refer to [3] [8] [19] [20] [23][27] [28] [34], and the references therein. In general, all the results and/or techniques available for the SPDEs with Gaussian noise are not always suitable for the treatment of SPDEs with Lévy noise and therefore we require new and different techniques.…”
Section: Introductionmentioning
confidence: 99%
“…In general, all the results and/or techniques available for the SPDEs with Gaussian noise are not always suitable for the treatment of SPDEs with Lévy noise and therefore we require new and different techniques. We refer to [37,Theorem III.3.24], [8,Theorem 3.10.21], [35,36,5,10,40,41,45,46,30,60] and reference therein for more details.…”
Section: Introductionmentioning
confidence: 99%
“…Chueshov and Millet in [16] proved the well-posedness and large deviation principle of stochastic 3D Leray-α model in the case of θ 1 = θ 2 = 1 (see also [22]). The well-posedness and irreducibility of 3D Leray-α model driven by Lévy noise have been studied in [6,23]. The α-approximation of stochastic Leray-α model to the stochastic Navier-Stokes equations was established in [8,15].…”
Section: Introductionmentioning
confidence: 99%