PreprintExponential ergodicity of semilinear equations driven by Lévy processes in Hilbert spacesAnna ChojnowskaMichalik and Ben GoldysAbstractWe study convergence to the invariant measure for a class of semilinear stochastic evolution equations driven by Lévy noise, including the case of cylindrical noise. For a certain class of equations we prove the exponential rate of convergence in the norm of total variation. Our general result is applied to a number of specific equations driven by cylindrical symmetric alphastable noise and/or cylindrical Wiener noise. We also consider the case of a "singular" Wiener process with unbounded covariance operator. In particular, in the equation with diagonal pure alphastable cylindrical noise, introduced by Priola and Zabczyk, we generalize results from [12]. In the proof we use an idea of Maslowski and Seidler from [10]. Keywords: Lévy noise, semilinear SPDE, exponential ergodicity, total variation.AMS Subject Classification: Primary 60G51; secondary 60H15.
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