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

Tadahisa Funaki; Bin Xie

doi:10.1016/j.spa.2008.02.007

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

Tadahisa Funaki, Bin Xie

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
巻	119
発行部数	2
DOI	https://doi.org/10.1016/j.spa.2008.02.007
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

文献にアクセス

10.1016/j.spa.2008.02.007

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これを引用

Funaki, T., & Xie, B. (2009). A stochastic heat equation with the distributions of Lévy processes as its invariant measures. Stochastic Processes and their Applications, 119(2), 307-326. https://doi.org/10.1016/j.spa.2008.02.007

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