Linear Response Theory for Nonlinear Stochastic Differential Equations with $α$-stable Lévy Noises

We consider a nonlinear stochastic differential equation driven by an $α$-stable Lévy process ($1<α<2$). We first obtain some regularity results for the probability density of its invariant measure via establishing the a priori estimate of the corresponding stationary Fokker-Planck equation. Then by the a priori estimate of Kolmogorov backward equations and the perturbation property of Markov semigroup, we derive the response function and generalize the famous linear response theory in nonequilibrium statistical mechanics to non-Gaussian stochastic dynamic systems.

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