Ergodicity of stochastic shell models driven by pure jump noise (1601.03242v1)
Abstract: In the present paper we study a stochastic evolution equation for shell (SABRA & GOY) models with pure jump \levy noise $L=\sum_{k=1}\infty l_k(t)e_k$ on a Hilbert space $\h$. Here ${l_k, k\in \mathbb{N}}$ is a family of independent and identically distributed (i.i.d.) real-valued pure jump \levy processes and ${e_k, k\in \mathbb{N}}$ is an orthonormal basis of $\h$. We mainly prove that the stochastic system has a unique invariant measure. For this aim we show that if the \levy measure of each component $l_k(t)$ of $L$ satisfies a certain order and a non-{degeneracy} condition and is absolutely continuous with respect to the Lebesgue measure, then the Markov semigroup associated {with} the unique solution of the system has the strong Feller property. If, furthermore, each $l_k(t)$ satisfies a small deviation property, then 0 is accessible for the dynamics independently of the initial condition. Examples of noises satisfying our conditions are a family of i.i.d tempered \levy noises ${l_k, k\in \mathbb{N}}$ and ${l_k=W_k\circ G_k + G_k, k\in \mathbb{N} }$ where ${G_k, k \in \mathbb{N}}$ (resp., ${W_k, k\in \mathbb{N}}$) is a sequence of i.i.d subordinator Gamma (resp., real-valued Wiener) processes with \levy density $f_G(z)=(\vartheta z){-1} e{-\frac z\vartheta} \mathds{1}_{z>0}$. The proof of the strong Feller property relies on the truncation of the nonlinearity and the use of a gradient estimate for the Galerkin system of the truncated equation. The gradient estimate is a consequence of a Bismut-Elworthy-Li (BEL) type formula that we prove in the Appendix A of the paper.
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