[HTML][HTML] Exponential ergodicity and regularity for equations with Lévy noise

E Priola, A Shirikyan, L Xu, J Zabczyk - Stochastic Processes and their …, 2012 - Elsevier
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 …

[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 …

Exponential mixing for some SPDEs with Lévy noise

E Priola, L Xu, J Zabczyk - Stochastics and Dynamics, 2011 - World Scientific
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 …

[HTML][HTML] Markov semigroups with hypocoercive-type generator in infinite dimensions: ergodicity and smoothing

V Kontis, M Ottobre, B Zegarlinski - Journal of Functional Analysis, 2016 - Elsevier
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 …

[HTML][HTML] Asymptotics for stochastic reaction–diffusion equation driven by subordinate Brownian motion

R Wang, L Xu - Stochastic Processes and their Applications, 2018 - Elsevier
We study the ergodicity of stochastic reaction–diffusion equation driven by subordinate
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 …

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 …

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 …

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 …

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 …