当前位置: X-MOL 学术Stoch. Dyn. › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Rescaling nonlinear noise for 1D stochastic parabolic equations
Stochastics and Dynamics ( IF 0.8 ) Pub Date : 2019-10-29 , DOI: 10.1142/s0219493720500276
Beniamin Goldys 1 , Misha Neklyudov 2
Affiliation  

We show regularization effect of nonlinear gradient noise to the solution of 1D stochastic parabolic equation. We demonstrate convergence to a martingale (independent upon space variable) when we rescale noise at the extremum points of the process.

中文翻译:

重新调整一维随机抛物线方程的非线性噪声

我们展示了非线性梯度噪声对一维随机抛物方程解的正则化效果。当我们在过程的极值点重新调整噪声时,我们证明了收敛到鞅(独立于空间变量)。
更新日期:2019-10-29
down
wechat
bug