Title of article :
Ergodicity of the stochastic real Ginzburg–Landau equation driven by -stable noises
Author/Authors :
Xu، نويسنده , , Lihu، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2013
Abstract :
We study the ergodicity of the stochastic real Ginzburg–Landau equation driven by additive α -stable noises, showing that as α ∈ ( 3 / 2 , 2 ) , this stochastic system admits a unique invariant measure. After establishing the existence of invariant measures by the same method as in Dong et al. (2011) [12], we prove that the system is strong Feller and accessible to zero. These two properties imply the ergodicity by a simple but useful criterion by Hairer (2008) [14]. To establish the strong Feller property, we need to truncate the nonlinearity and apply a gradient estimate established by Priola and Zabczyk (2011) [22] (or see Priola et al. (2012) [20] for a general version for the finite dimension systems). Because the solution has discontinuous trajectories and the nonlinearity is not Lipschitz, we cannot solve a control problem to get irreducibility. Alternatively, we use a replacement, i.e., the fact that the system is accessible to zero. In Section 3, we establish a maximal inequality for stochastic α -stable convolution, which is crucial for studying the well-posedness, the strong Feller property and the accessibility of the mild solution. We hope this inequality will also be useful for studying other SPDEs forced by α -stable noises.
Keywords :
Maximal inequality , Stochastic ? -stable convolution , Galerkin approximation , Strong Feller property , Ergodicity , Accessibility , Stochastic real Ginzburg–Landau equation driven by ? -stable noises
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications