Exponential ergodicity of semilinear equations driven by Lévy processes in Hilbert spaces
Anna Chojnowska-Michalik ; Beniamin Goldys
Banach Center Publications, Tome 104 (2015), p. 59-72 / Harvested from The Polish Digital Mathematics Library

We study convergence to the invariant measure for a class of semilinear stochastic evolution equations driven by Lévy noise, including the case of cylindrical noise. For a certain class of equations we prove the exponential rate of convergence in the norm of total variation. Our general result is applied to a number of specific equations driven by cylindrical symmetric α-stable noise and/or cylindrical Wiener noise. We also consider the case of a "singular" Wiener process with unbounded covariance operator. In particular, in the equation with diagonal pure α-stable cylindrical noise introduced by Priola and Zabczyk we generalize results from Priola, Shirikyan, Xu and Zabczyk (2012). In the proof we use an idea of Maslowski and Seidler (1999).

Publié le : 2015-01-01
EUDML-ID : urn:eudml:doc:281713
@article{bwmeta1.element.bwnjournal-article-doi-10_4064-bc105-0-4,
     author = {Anna Chojnowska-Michalik and Beniamin Goldys},
     title = {Exponential ergodicity of semilinear equations driven by L\'evy processes in Hilbert spaces},
     journal = {Banach Center Publications},
     volume = {104},
     year = {2015},
     pages = {59-72},
     zbl = {1323.60082},
     language = {en},
     url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-bc105-0-4}
}
Anna Chojnowska-Michalik; Beniamin Goldys. Exponential ergodicity of semilinear equations driven by Lévy processes in Hilbert spaces. Banach Center Publications, Tome 104 (2015) pp. 59-72. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-bc105-0-4/