In this paper, using the remote start or dissipative method, we investigate ergodicity for
several kinds of functional stochastic equations including functional stochastic differential …

This paper considers multidimensional jump type stochastic differential equations with super
linear and non-Lipschitz coefficients. After establishing a sufficient condition for …

We study the ergodic properties of a class of multidimensional piecewise Ornstein–
Uhlenbeck processes with jumps, which contains the limit of the queueing processes arising …

We present a novel idea for a coupling of solutions of stochastic differential equations driven
by Lévy noise, inspired by some results from the optimal transportation theory. Then we use …

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) …

The ergodicity of SDEs and SPDEs, in which the state spaces are independent of the past,
has been studied extensively. So far, there are several approaches to investigate ergodicity …

We consider the system of stochastic differential equation $ dX_t= A (X_ {t-})\, dZ_t $, $ X_0=
x $, driven by cylindrical $\alpha $-stable process $ Z_t $ in $\mathbb {R}^ d $. We assume …

We study the ergodicity of the stochastic real Ginzburg–Landau equation driven by additive
α-stable noises, showing that as α∈(3/2, 2), this stochastic system admits a unique invariant …

In this article, we provide detailed analysis of the long-time behavior of the underdamped
Langevin dynamics. We first provide a necessary condition guaranteeing that the zero-noise …

In this work we construct a Markov family of martingale solutions for 3D stochastic Navier–
Stokes equations (SNSE) perturbed by Lévy noise with periodic boundary conditions. Using …