Exponential Ergodicity of stochastic Burgers equations driven by $\alpha$-stable processes

Abstract

In this work, we prove the strong Feller property and the exponential ergodicity of stochastic Burgers equations driven by $\alpha /2$-subordinated cylindrical Brownian motions with $\alpha \in (1,2)$. To prove the results, we truncate the nonlinearity and use the derivative formula for SDEs driven by $\alpha$-stable noises established in Zhang (arXiv:1204.2630v2).

17pp

References in corpus (2)

• Uniqueness of the Invariant Measure for a Stochastic PDE Driven by Degenerate Noise
• Gradient Estimate for Ornstein-Uhlenbeck Jump Processes

Cited by in corpus (2)

• Two-time-scale stochastic partial differential equations driven by $\alpha$-stable noises: Averaging principles
• Exponential mixing for SPDEs driven by highly degenerate Lévy noises