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Long time behavior for stochastic Burgers equations with jump noises

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  • Wang, Guanying
  • Wang, Xingchun
  • Zhou, Ke

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.

Suggested Citation

  • Wang, Guanying & Wang, Xingchun & Zhou, Ke, 2018. "Long time behavior for stochastic Burgers equations with jump noises," Statistics & Probability Letters, Elsevier, vol. 141(C), pages 41-49.
    • Handle: RePEc:eee:stapro:v:141:y:2018:i:c:p:41-49
    DOI: 10.1016/j.spl.2018.05.023
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    References listed on IDEAS

    as
    1. Albeverio, Sergio & Wu, Jiang-Lun & Zhang, Tu-Sheng, 1998. "Parabolic SPDEs driven by Poisson white noise," Stochastic Processes and their Applications, Elsevier, vol. 74(1), pages 21-36, May.
    2. Wang, Guanying & Wang, Xingchun & Wang, Yongjin, 2014. "Long time behavior for nonlocal stochastic Kuramoto–Sivashinsky equations," Statistics & Probability Letters, Elsevier, vol. 87(C), pages 54-60.
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