Contents Online
Communications in Mathematical Sciences
Volume 15 (2017)
Number 4
Invariant measures for SDEs driven by Lévy noise: A case study for dissipative nonlinear drift in infinite dimension
Pages: 957 – 983
DOI: https://dx.doi.org/10.4310/CMS.2017.v15.n4.a3
Authors
Abstract
We study a class of nonlinear stochastic partial differential equations with dissipative nonlinear drift, driven by Lévy noise. We define a Hilbert–Banach setting in which we prove existence and uniqueness of solutions under general assumptions on the drift and the Lévy noise. We then prove a decomposition of the solution process into a stationary component, the law of which is identified with the unique invariant probability measure μ of the process, and a component which vanishes asymptotically for large times in the $L^p (/mu)$-sense, for all $1 \leq p \lt {+ \infty}$.
Keywords
nonlinear SPDEs, dissipative nonlinear drift, Lévy noise, invariant measure
2010 Mathematics Subject Classification
35S05, 37L40, 47H06, 60G10, 60J75
Published 16 May 2017