Article ID Journal Published Year Pages File Type
1156126 Stochastic Processes and their Applications 2009 20 Pages PDF
Abstract

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.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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