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
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: A stochastic heat equation with the distributions of Lévy processes as its invariant measures A stochastic heat equation with the distributions of Lévy processes as its invariant measures](/preview/png/1156126.png)
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
Journal: Stochastic Processes and their Applications - Volume 119, Issue 2, February 2009, Pages 307–326
نویسندگان
Tadahisa Funaki, Bin Xie,