首页 | 本学科首页   官方微博 | 高级检索  
     


A stochastic heat equation with the distributions of Lévy processes as its invariant measures
Authors:Tadahisa Funaki  Bin Xie
Affiliation:Graduate School of Mathematical Sciences, The University of Tokyo, Komaba, Tokyo 153-8914, Japan
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.
Keywords:primary, 60H15   secondary, 60G51, 60G55, 35R60
本文献已被 ScienceDirect 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