کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1157101 958928 2006 31 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
The heat equation with time-independent multiplicative stable Lévy noise
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
The heat equation with time-independent multiplicative stable Lévy noise
چکیده انگلیسی
We study the heat equation with a random potential term. The potential is a one-sided stable noise, with positive jumps, which does not depend on time. To avoid singularities, we define the equation in terms of a construction similar to the Skorokhod integral or Wick product. We give a criterion for existence based on the dimension of the space variable, and the parameter p of the stable noise. Our arguments are different for p<1 and p⩾1.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 116, Issue 1, January 2006, Pages 70-100
نویسندگان
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