Ergodicity of stochastic Boussinesq equations driven by Lvy processes

被引：0

作者：

ZHENG Yan ^{[1
]}

HUANG JianHua ^{[1
]}

机构：

[1] Department of Mathematics, National University of Defense Technology

来源：

ScienceChina(Mathematics) | 2013年 / 56卷 / 06期

基金：

中国国家自然科学基金;

关键词：

Boussinesq equations; Lvy process; invariant measure; ergodicity;

D O I：

暂无

中图分类号：

O211.63 [随机微分方程];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We consider a class of stochastic Boussinesq equations driven by Lvy processes and establish the uniqueness of its invariant measure. The proof is based on the progressive stopping time technique.

引用

页码：1193 / 1210

页数：18

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