Exponential mixing under controllability conditions for SDEs driven by a degenerate Poisson noise - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2023

Exponential mixing under controllability conditions for SDEs driven by a degenerate Poisson noise

Résumé

We prove existence and uniqueness of the invariant measure and exponential mixing in the total-variation norm for a class of stochastic differential equations driven by degenerate compound Poisson processes. In addition to mild assumptions on the distribution of the jumps for the driving process, the hypotheses for our main result are that the corresponding control system is dissipative, approximately controllable and solidly controllable. The solid controllability assumption is weaker than the well-known parabolic H\"ormander condition and is only required from a single point to which the system is approximately controllable. Our analysis applies to Galerkin projections of stochastically forced parabolic partial differential equations with asymptotically polynomial nonlinearities and to networks of quasi-harmonic oscillators connected to different Poissonian baths.
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Dates et versions

hal-02073537 , version 1 (09-05-2023)

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Identifiants

  • HAL Id : hal-02073537 , version 1
  • ARXIV : 1903.08089
  • PII : S0304-4149(21)00048-X

Citer

Vahagn Nersesyan, Renaud Raquépas. Exponential mixing under controllability conditions for SDEs driven by a degenerate Poisson noise. 2023. ⟨hal-02073537⟩
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