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Exponential ergodicity of semilinear equations driven by Lévy processes in Hilbert spaces

100%

Chojnowska-Michalik A., Goldys B.

Banach Center Publications

2015

tom 105

nr 1

59-72

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).

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Fixed precision estimation of a normal mean

99%

Goldys B.

Banach Center Publications

1985

tom 16

nr 1

123-131

Ograniczanie wyników

2 Banach Center Publications

2 Goldys B.

1 Chojnowska-Michalik A.

1 2015

1 1985

Wyniki wyszukiwania

Exponential ergodicity of semilinear equations driven by Lévy processes in Hilbert spaces

Fixed precision estimation of a normal mean