Exponential mixing of 2D SDEs forced by degenerate Lévy noises

Exponential mixing of 2D SDEs forced by degenerate Lévy noises
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DOI:
10.1007/s00028-013-0212-4
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发表时间:
2014-05
影响因子:
1.4
通讯作者:
Lihu Xu
Lihu Xu
中科院分区:
数学3区
文献类型:
--
作者:
Lihu Xu

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我们修改了Shirikyan(Exponential mixing for randomly forced partial differential equations:method of coupling,Springer,纽约,2008)和Shirikyan(J Math Fluid Mech 6(2):169-193,2004)中建立的耦合方法,并开发了一种技术来证明退化Lévy噪声强迫的2D随机系统的指数混合。特别地,这些Lévy噪声包括α稳定噪声(0 <α< 2)。由于Nersesyan在Private communication 2011中的精彩讨论,该技术有望研究退化对称α稳定噪声驱动的SPDE的指数混合问题。
We modify the coupling method established in Shirikyan (Exponential mixing for randomly forced partial differential equations: method of coupling, Springer, New York, 2008) and Shirikyan (J Math Fluid Mech 6(2):169–193, 2004) and develop a technique to prove the exponential mixing of a 2D stochastic system forced by degenerate Lévy noises. In particular, these Lévy noises includeα-stable noises (0 <α< 2). Thanks to the stimulating discussion (Nersesyan in Private communication 2011), this technique is promising to study the exponential mixing problem of SPDEs driven by degeneratesymmetricα-stable noises.