Exponential mixing under controllability conditions for sdes driven by a degenerate Poisson noise

Vahagn Nersesyan and Renaud Raquépas

Stochastic Processes and their Applications, 2021, vol. 138, issue C, 26-55

Abstract: We prove existence and uniqueness of the invariant measure and exponential mixing in the total-variation norm for a class of stochastic differential equations driven by degenerate compound Poisson processes. In addition to mild assumptions on the distribution of the jumps for the driving process, the hypotheses for our main result are that the corresponding control system is dissipative, approximately controllable and solidly controllable. The solid controllability assumption is weaker than the well-known parabolic Hörmander condition and is only required from a single point to which the system is approximately controllable. Our analysis applies to Galerkin projections of stochastically forced parabolic partial differential equations with asymptotically polynomial nonlinearities and to networks of quasi-harmonic oscillators connected to different Poissonian baths.

Keywords: Stochastic differential equations; Poisson noise; Exponential mixing; Coupling; Controllability; Hörmander condition (search for similar items in EconPapers)
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:138:y:2021:i:c:p:26-55

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DOI: 10.1016/j.spa.2021.04.001

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