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On the Uniqueness of Invariant Measure of the Burgers Equation Driven by Lévy Processes

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  • Z. Dong

    (Academy of Mathematics and Systems Sciences, Academia Sinica)

Abstract

In this paper, we prove the uniqueness of the invariant measure for one-dimensional Burgers equations perturbed by Lévy processes with Dirichlet boundary conditions.

Suggested Citation

  • Z. Dong, 2008. "On the Uniqueness of Invariant Measure of the Burgers Equation Driven by Lévy Processes," Journal of Theoretical Probability, Springer, vol. 21(2), pages 322-335, June.
    • Handle: RePEc:spr:jotpro:v:21:y:2008:i:2:d:10.1007_s10959-008-0143-0
    DOI: 10.1007/s10959-008-0143-0
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    Cited by:

    1. Liu, Xianming, 2022. "Limits of invariant measures of stochastic Burgers equations driven by two kinds of α-stable processes," Stochastic Processes and their Applications, Elsevier, vol. 146(C), pages 1-21.
    2. Liang, Fei & Zhang, Yidi & Zhao, Shuangshuang, 2024. "Blow-up solution to an abstract non-local stochastic heat equation with Lévy noise," Statistics & Probability Letters, Elsevier, vol. 206(C).

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