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Ergodicity of linear SPDE driven by Lévy noise

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Abstract

This paper discusses the ergodicity of a linear stochastic partial differential equation driven by Lévy noise.

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Authors and Affiliations

  1. Institute of Applied Mathematics, Academy of Mathematics and Systems Sciences, Chinese Academy of Sciences, Beijing, 100190, China

    Zhao Dong & Yingchao Xie

Authors
  1. Zhao Dong
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  2. Yingchao Xie
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Corresponding author

Correspondence to Zhao Dong.

Additional information

The work was supported by the Key Laboratory of Random Complex Structures and Data Scienc, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, 973 Project (2006CB8059000), Science Fund for Creative Research Groups (10721101), the National Science Foundation of China (10671197), and the Science Foundation of Jiangsu Province (BK2006032, 06-A-038, 07-333).

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Dong, Z., Xie, Y. Ergodicity of linear SPDE driven by Lévy noise. J Syst Sci Complex 23, 137–152 (2010). https://doi.org/10.1007/s11424-010-9269-0

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  • DOI: https://doi.org/10.1007/s11424-010-9269-0

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