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

研究成果: Article

8 引用 (Scopus)

抜粋

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.

元の言語English
ページ(範囲)307-326
ページ数20
ジャーナルStochastic Processes and their Applications
119
発行部数2
DOI
出版物ステータスPublished - 2009 2 1
外部発表Yes

ASJC Scopus subject areas

  • Statistics and Probability
  • Modelling and Simulation
  • Applied Mathematics

フィンガープリント A stochastic heat equation with the distributions of Lévy processes as its invariant measures' の研究トピックを掘り下げます。これらはともに一意のフィンガープリントを構成します。

  • これを引用