Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4592556 | Journal of Functional Analysis | 2007 | 23 Pages |
Abstract
A geometric Brownian motion performs a continuous time infinitesimal perturbation of the state of the system; this perturbation conserves the energy; exact expression for the energy transfer towards high modes is obtained ensuring existence for all time of the solution.
Related Topics
Physical Sciences and Engineering
Mathematics
Algebra and Number Theory