The Ergodicity of Stochastic Partial Differential Equations with Levy Jump
The Ergodicity of Stochastic Partial Differential Equations with Levy Jump作者机构:College of Mathematics and Statistics Chongqing University Chongqing 401331 P. R. China School of Mathematics Central South University Changsha 410075 P. R. China
出 版 物:《Acta Mathematica Sinica,English Series》 (数学学报(英文版))
年 卷 期:2011年第27卷第12期
页 面:2415-2436页
核心收录:
学科分类:02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 08[工学] 0714[理学-统计学(可授理学、经济学学位)] 0835[工学-软件工程] 070103[理学-概率论与数理统计] 0701[理学-数学] 081202[工学-计算机软件与理论] 0812[工学-计算机科学与技术(可授工学、理学学位)]
基 金:Supported by the National Science Foundation of China (Grant Nos. 90820302 11071258/A0110) and Fundamental Research Funds for the Central Universities (Grant No. CDJRC10100011)
主 题:Stochastic partial differential equation Levy processes
摘 要:In this article, the authors prove the uniqueness in law of a class of stochastic equations in infinite dimension, then we apply it to establish the existence and uniqueness of invariant measure of the generalized stochastic partial differential equation perturbed by Levy process.