Asymptotics for stochastic reaction–diffusion equation driven by subordinate Brownian motion

Ran Wang and Lihu Xu

Stochastic Processes and their Applications, 2018, vol. 128, issue 5, 1772-1796

Abstract: 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.

Keywords: Stochastic reaction–diffusion equation; Subordinate Brownian motions; Large deviation principle; Occupation measure (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:128:y:2018:i:5:p:1772-1796

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DOI: 10.1016/j.spa.2017.08.010

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