کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
10527274 958770 2012 31 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Scalar conservation laws with fractional stochastic forcing: Existence, uniqueness and invariant measure
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Scalar conservation laws with fractional stochastic forcing: Existence, uniqueness and invariant measure
چکیده انگلیسی
We study a fractional stochastic perturbation of a first-order hyperbolic equation of nonlinear type. The existence and uniqueness of the solution are investigated via a Lax-OleÄ­nik formula. To construct the invariant measure we use two main ingredients. The first one is the notion of a generalized characteristic in the sense of Dafermos. The second one is the fact that the oscillations of the fractional Brownian motion are arbitrarily small for an infinite number of intervals of arbitrary length.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 122, Issue 4, April 2012, Pages 1456-1486
نویسندگان
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