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复合白噪声驱动的输运方程
引用本文:冯敬海,王岩,冯恩民.复合白噪声驱动的输运方程[J].应用概率统计,2009,25(6):597-610.
作者姓名:冯敬海  王岩  冯恩民
作者单位:大连理工大学数学科学学院,大连,116023
摘    要:本文在现有Gauss白噪声理论体系及L\'{e}vy纯跳白噪声理论体系的基础上,讨论了复合L\'{e}vy白噪声分析的框架,并将Wick乘积、Hermite变换等概念推广到复合L\'{e}vy白噪声空间,同时给出了与复合L\'{e}vy白噪声空间对应的Hida分布空间的特征定理.最后, 在本文的理论框架下, 详细讨论了由复合\,L\'{e}vy白噪声驱动的随机输运方程在Hida分布空间中的解及其结构.

关 键 词:复合白噪声  Wick乘积  Hermite变换  随机输运方程.

he Stochastic Transport Equation Driven by Combined\\White Noises
FENG JINGHAI,WANG YAN,FENG ENMIN.he Stochastic Transport Equation Driven by Combined\\White Noises[J].Chinese Journal of Applied Probability and Statisties,2009,25(6):597-610.
Authors:FENG JINGHAI  WANG YAN  FENG ENMIN
Institution:School of Mathematical Sciences, Dalian University of Technology
Abstract:In this paper, we develop a new framework of combinedwhite noises basing on the existing Gaussian and pure jump L\'{e}vywhite noises. The Wick product, Hermite transform and thecharacterization theorem of Hida distribution space are generalizedin this framework. Moreover, we solve the stochastic transportequation by the characterization theorem and discuss the solution indetail.
Keywords:Combined white noises  Wick product  Hermite transform  stochastic transport equation  
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