[HTML][HTML] Exponential ergodicity and regularity for equations with Lévy noise
We prove exponential convergence to the invariant measure, in the total variation norm, for
solutions of SDEs driven by α-stable noises in finite and in infinite dimensions. Two …
solutions of SDEs driven by α-stable noises in finite and in infinite dimensions. Two …
[HTML][HTML] Ergodicity of the stochastic real Ginzburg–Landau equation driven by α-stable noises
L Xu - Stochastic Processes and their Applications, 2013 - Elsevier
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 …
α-stable noises, showing that as α∈(3/2, 2), this stochastic system admits a unique invariant …
Exponential mixing for some SPDEs with Lévy noise
We show how gradient estimates for transition semigroups can be used to establish
exponential mixing for a class of Markov processes in infinite dimensions. We concentrate …
exponential mixing for a class of Markov processes in infinite dimensions. We concentrate …
[HTML][HTML] Markov semigroups with hypocoercive-type generator in infinite dimensions: ergodicity and smoothing
We start by considering finite dimensional Markovian dynamics in R m generated by
operators of hypocoercive type and for such models we obtain short and long time pointwise …
operators of hypocoercive type and for such models we obtain short and long time pointwise …
[HTML][HTML] Asymptotics for stochastic reaction–diffusion equation driven by subordinate Brownian motion
We study the ergodicity of stochastic reaction–diffusion equation driven by subordinate
Brownian motion. After establishing the strong Feller property and irreducibility of the …
Brownian motion. After establishing the strong Feller property and irreducibility of the …
[HTML][HTML] Ergodicity of stochastic magneto-hydrodynamic equations driven by α-stable noise
T Shen, J Huang - Journal of Mathematical Analysis and Applications, 2017 - Elsevier
The current paper is devoted to the ergodicity of stochastic Magneto-Hydrodynamic
equations driven by α-stable noise with α∈(3 2, 2). By the maximal inequality for the …
equations driven by α-stable noise with α∈(3 2, 2). By the maximal inequality for the …
Existence and Exponential Mixing of Infinite White -Stable Systems with Unbounded Interactions
L Xu, B Zegarlinski - 2010 - projecteuclid.org
Existence and Exponential mixing of infinite white α-stable Systems with unbounded
interactions Page 1 E lectron i c J o u r nal o f P r o ba bility Vol.15 (2010), Paper no. 65, pages …
interactions Page 1 E lectron i c J o u r nal o f P r o ba bility Vol.15 (2010), Paper no. 65, pages …
Exponential mixing of 2D SDEs forced by degenerate Lévy noises
L Xu - Journal of Evolution Equations, 2014 - Springer
We modify the coupling method established in Shirikyan (Exponential mixing for randomly
forced partial differential equations: method of coupling, Springer, New York, 2008) and …
forced partial differential equations: method of coupling, Springer, New York, 2008) and …
Lévy Langevin Monte Carlo
D Oechsler - Statistics and Computing, 2024 - Springer
Analogously to the well-known Langevin Monte Carlo method, in this article we provide a
method to sample from a target distribution π by simulating a solution of a stochastic …
method to sample from a target distribution π by simulating a solution of a stochastic …
Ergodicity of 2D stochastic Ginzburg–Landau–Newell equations driven by degenerate noise
T Shen, J Huang - Mathematical Methods in the Applied …, 2017 - Wiley Online Library
The current paper is devoted to stochastic Ginzburg–Landau–Newell equation with
degenerate random forcing. The existence and pathwise uniqueness of strong solutions with …
degenerate random forcing. The existence and pathwise uniqueness of strong solutions with …