کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
7550285 1489924 2018 24 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Asymptotics for stochastic reaction-diffusion equation driven by subordinate Brownian motion
ترجمه فارسی عنوان
همبستگی ها برای معادله واکنش تصادفی رانده شده توسط حرکت فرعی براون
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
چکیده انگلیسی
We study the ergodicity of stochastic reaction-diffusion equation driven by subordinate Brownian motion. After establishing the strong Feller property and irreducibility of the system, we prove the tightness of the solution's law. These properties imply that this stochastic system admits a unique invariant measure according to Doob's and Krylov-Bogolyubov's theories. Furthermore, we establish a large deviation principle for the occupation measure of this system by a hyper-exponential recurrence criterion. It is well known that S(P)DEs driven by α-stable type noises do not satisfy Freidlin-Wentzell type large deviation, our result gives an example that strong dissipation overcomes heavy tailed noises to produce a Donsker-Varadhan type large deviation as time tends to infinity.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 128, Issue 5, May 2018, Pages 1772-1796
نویسندگان
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