首页 | 本学科首页   官方微博 | 高级检索  
     


A Skew Stochastic Heat Equation
Authors:Said Karim Bounebache  Lorenzo Zambotti
Affiliation:1. Laboratoire de Probabilités et Modèles Aléatoires, Université Paris 6—Pierre et Marie Curie, UFR Mathématiques, Case 188, 4 place Jussieu, 75252, Paris cedex 05, France
Abstract:We consider a stochastic heat equation driven by a space-time white noise and with a singular drift, where a local-time in space appears. The process we study has an explicit invariant measure of Gibbs type, with a non-convex potential. We obtain existence of a Markov solution, which is associated with an explicit Dirichlet form. Moreover, we study approximations of the stationary solution by means of a regularization of the singular drift or by a finite-dimensional projection.
Keywords:
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号