Ergodicity for locally monotone stochastic evolution equations with L\'evy noise

We establish general conditions for stochastic evolution equations with locally monotone drift and degenerate additive L\'evy noise in variational formulation resulting in the existence of a unique invariant probability measure for the associated ergodic Markovian Feller semigroup. We prove improved moment estimates for the solutions and the $e$-property of the semigroup. Examples include the stochastic incompressible 2D Navier-Stokes equations, shear thickening stochastic power-law fluid equations, the stochastic heat equation, as well as, stochastic semilinear equations such as the 1D stochastic Burgers equation.