A stochastic heat equation with the distributions of Levy processes as its invariant measures

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:119

Article

Funaki, Tadahisa¹  Xie, Bin¹ 

[1] Univ Tokyo, Grad Sch Math Sci, Tokyo 1538914, Japan

关键词: Stochastic heat equation;    Stochastic partial differential equation;    Levy process;   

DOI  :  10.1016/j.spa.2008.02.007

来源: Elsevier

【 摘 要 】

We consider a linear heat equation on a half line with an additive noise chosen properly ill Such a manner that its invariant Measures are a class of distributions of Levy processes. Our assumption oil the corresponding Levy measure is, in general, mild except that we need its integrability to show that the distributions of Levy processes are the only invariant measures of the stochastic heat equation. (C) 2009 Elsevier B.V. All rights reserved.

【 授权许可】

Free