کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1156126 958804 2009 20 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A stochastic heat equation with the distributions of Lévy processes as its invariant measures
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
A stochastic heat equation with the distributions of Lévy processes as its invariant measures
چکیده انگلیسی

We consider a linear heat equation on a half line with an additive noise chosen properly in such a manner that its invariant measures are a class of distributions of Lévy processes. Our assumption on the corresponding Lévy measure is, in general, mild except that we need its integrability to show that the distributions of Lévy processes are the only invariant measures of the stochastic heat equation.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 119, Issue 2, February 2009, Pages 307–326
نویسندگان
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