Long time behavior for stochastic Burgers equations with jump noises
Guanying Wang,
Xingchun Wang () and
Ke Zhou
Statistics & Probability Letters, 2018, vol. 141, issue C, 41-49
Abstract:
In this paper, we consider stochastic Burgers equations driven by compensated Poisson random measures. Under some appropriate conditions, we investigate the exponential stability on the solutions of the equations. Examples are presented to illustrate the applications of the results.
Keywords: Stochastic Burgers equations; Poisson random measures; Exponential stability; Second moment stability (search for similar items in EconPapers)
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:141:y:2018:i:c:p:41-49
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DOI: 10.1016/j.spl.2018.05.023
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