Periodic measures for a class of SPDEs with regime-switching

Author:

Lau Chun Ho1,Sun Wei1

Affiliation:

1. Department of Mathematics and Statistics, Concordia University, Montreal, Canada H3G 1M8, Canada

Abstract

We use the variational approach to investigate periodic measures for a class of stochastic partial differential equations (SPDEs) with regime-switching. The hybrid system is driven by degenerate Lévy noise. We use the Lyapunov function method to study the existence of periodic measures and show the uniqueness of periodic measures by establishing the strong Feller property and irreducibility of the associated time-inhomogeneous semigroup. The main results are applied to stochastic fractional porous medium equations with regime-switching.

Funder

Natural Sciences and Engineering Research Council of Canada

Publisher

World Scientific Pub Co Pte Ltd

Subject

Modeling and Simulation

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