Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1156126 | Stochastic Processes and their Applications | 2009 | 20 Pages |
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)
Authors
Tadahisa Funaki, Bin Xie,