Generalized Brownian functionals and the Feynman integral

To obtain a sufficiently rich class of nonlinear functionals of white noise, resp. the Wiener process, we study riggings of the L² space with the white noise measure. Particular examples are local functionals such as e.g. the ‘square of white noise’ and its exponential with applications in the theory of Feynman Integral.     

On the Positivity of the Stochastic Heat Equation

We study the positivity preserving properties of the heat equation with a white noise potential and random initial condition. Moreover, we find a generalized Feynman--Kac formula for the solution of the problem using methods from the white noise analysis. The initial condition can anticipate the driving white noise. We show that the solution is positive, when the random initial condition is positive. For the case of a time-dependent white noise potential, we give a special representation of the solution together with regularity results.     

Quantum Lévy Laplacian and associated heat equation

As a non-commutative extension of the Lévy Laplacian for entire functions on a nuclear space, we define the quantum Lévy Laplacian acting on white noise operators. We solve a heat type equation associated with the quantum Lévy Laplacian and study its relation to the classical Lévy heat equation. The solution to the quantum Lévy heat equation is obtained also from a normal-ordered white noise differential equation involving the quadratic quantum white noise.     

Spatial and temporal white noises under sublinear G-expectation

Under the framework of sublinear expectation,we introduce a new type of G-Gaussian random fields,which contains a type of spatial white noise as a special case.Based on this result,we also introduce a spatial-temporal G-white noise.Different from the case of linear expectation,in which the probability measure needs to be known,under the uncertainty of probability measures,spatial white noises are intrinsically different from temporal cases.     

?B-值广义泛函值函数可微性的刻画

In this paper, we discuss fuzzy simplex and fuzzy convex hull, and give several representation theorems for fuzzy simplex and fuzzy convex hull. In addition, by giving a new characterization theorem of fuzzy convex hull, we improve some known results about fuzzy convex hull.     

在白噪声分析中的广义维里拉普拉斯

一类广义维里拉普拉斯，把在白噪声分析构架中通常定义的维里拉普拉斯作为特殊情形而包含。     

分式Brownian运动的多重相交局部时

本文研究了分式布朗运动的多重相交局部时的问题.利用白噪声分析的方法,获得了分式布朗运动的多重相交局部时的展开式.进行适当的截取,展开式在白噪声广义泛函意义下存在,并给出它们的核函数.推广了布朗运动的多重相交局部时.     

布朗随机流动形:白噪声分析方法

本文在经典白噪声分析框架下,用一种新的方法研究随机流动形. 首先使用布朗运动的Wick积分定义Wick型随机流动形.进一步, 用白噪声分析方法和S-变换证明：布朗随机流动形可视为Hida广义泛函.     

WHITE NOISE APPROACH TO SCATTERING SOLUTION OF Φ_4～4 WAVE EQUATIONS

Under the framework of white noise analysis,the existence of scattering solutions to the abstract dynamical Ф_4～4 wave equations in terms of generalized operators(see Section 3 below) is proven via a combination of the characterization for the symbol of generalized operators and the classical scattering results.In addition,some properties(Poincaréinvariance and irreducibility) of the solutions are discussed.     

Stochastic stability of Burgers equation

The current paper is devoted to stochastic Burgers equation with driving forcing given by white noise type in time and periodic in space. Motivated by the numerical results of Hairer and Voss, we prove that the Burgers equation is stochastic stable in the sense that statistically steady regimes of fluid flows of stochastic Burgers equation converge to that of determinstic Burgers equation as noise tends to zero.     

A White-Noise Approach to Stochastic Calculus

During the past 15 years a new technique, called the stochastic limit of quantum theory, has been applied to deduce new, unexpected results in a variety of traditional problems of quantum physics, such as quantum electrodynamics, bosonization in higher dimensions, the emergence of the noncrossing diagrams in the Anderson model, and in the large-N-limit in QCD, interacting commutation relations, new photon statistics in strong magnetic fields, etc. These achievements required the development of a new approach to classical and quantum stochastic calculus based on white noise which has suggested a natural nonlinear extension of this calculus. The natural theoretical framework of this new approach is the white-noise calculus initiated by T. Hida as a theory of infinite-dimensional generalized functions. In this paper, we describe the main ideas of the white-noise approach to stochastic calculus and we show that, even if we limit ourselves to the first-order case (i.e. neglecting the recent developments concerning higher powers of white noise and renormalization), some nontrivial extensions of known results in classical and quantum stochastic calculus can be obtained.     

Generalized Local Time of the Indefinite Wiener Integral:White Noise Approach

In this paper,the generalized local time of the indefinite Wiener integral Xt is discussed through white noise approach,which means to regard the local time as a Hida distribution.Moreover,similar resu...     

白噪声参激Hopf分叉系统的两次分叉研究

本文研究了白噪声参数激励下的Hopf分叉系统的两次分叉行为．明确了由于噪声的介入而使得系统的分叉类型产生了实质性的改变并导致了分叉点的漂移．     

Wick型随机组合ZK方程的白噪声泛函解

对变系数组合ZK方程进行白噪声扰动得到的Wick型随机组合ZK方程进行了研究．在Kondratiev分布空间（S）-1中利用白噪声分析,Hermite变换和多项式展开法,得到Wick型随机组合ZK方程的白噪声泛函解和变系数组合ZK方程的精确解．     

基于Razumikhin方法研究随机时滞系统的脉冲同步

研究了脉冲信号作用下随机时滞系统的指数稳定性问题,基于Razumikhin方法建立了判断随机时滞脉冲系统指数稳定性判定定理,并给出收敛速度的求法.作为应用,考查了典型随机时滞混沌系统的脉冲同步问题,得到脉冲信号作用下随机时滞混沌系统的收敛速度.数值模拟结果验证了理论结果的正确性.     

ASYMPTOTIC BEHAVIOR FOR GENERALIZED GINZBURG-LANDAU POPULATION EQUATION WITH STOCHASTIC PERTURBATION

In this paper, we are devoted to the asymptotic behavior for a nonlinear parabolic type equation of higher order with additive white noise. We focus on the Ginzburg-Landau population equation perturbed with additive noise. Firstly, we show that the stochastic Ginzburg-Landau equation with additive noise can be recast as a random dynamical system. And then, it is proved that under some growth conditions on the nonlinear term, this stochastic equation has a compact random attractor, which has a finite Hausdorff dimension.     

Intersection Local Times as Generalized White Noise Functionals

For any dimension we present the expansions of Brownian motion self-intersection local times in terms of multiple Wiener integrals. Suitably subtracted, they exist in the sense of generalized white noise functionals; their kernel functions are given in closed (and remarkably simple) form.     

Random attractor and upper semi-continuity for Zakharov lattice system with multiplicative white noise

In this paper, we study the long-term asymptotic behaviour of solutions to the stochastic Zakharov lattice equation with multiplicative white noise. We first transfer the stochastic lattice equation into a random lattice equation and prove the existence and uniqueness of solutions which generate a random dynamical system. Then we consider the existence of a tempered random bounded absorbing set and a random attractor for the system. Finally we establish the upper semi-continuity of random attractor to the global attractor of the limiting system as the coefficients of the white noise terms tend to zero.     

Stochastic stability of FitzHugh-Nagumo systems in infinite lattice perturbed by Gaussian white noise

The current paper is devoted to the study of stochastic stability of FitzHugh-Nagumo systems in infinite lattice perturbed by Gaussian white noise. We first study the dynamics of stochastic FitzHugh-Nagumo systems, then prove the existence and uniqueness of their equilibriums, which mix exponentially. Finally, we investigate asymptotic behavior of equilibriums when the size of noise gets to zero.     

广义维纳泛函,白噪声分布及实Schwartz广义函数空间上的分布

在实Ｓｃｈｗａｒｔｚ广义函数空间上，证明了复值广义维纳泛函，由Ｋｏｎｄｒａｔｅｖ－Ｓｔｒｅｉｔ及Ｈｉｄａ构造的复值白噪声分布都是由Ｋｈｒｅｎｎｉｋｏｖ构造的分布。利用上述结果进而证明了，一类无穷维伪微分算子是由复值广义维纳泛函空间上的连续线性算子族扩张而成。更进一步，还证明了由Ｋｈｒｅｎｎｉｋｏｖ构造的关于分布的试验函数空间是关于白噪声泛函的Ｍｅｙｅｒ－Ｙａｎ试验函数空间的子空间。