当前位置: X-MOL 学术Infin. Dimens. Anal. Quantum Probab. Relat. Top. › 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.)
The linear stochastic heat equation with Hermite noise
Infinite Dimensional Analysis, Quantum Probability and Related Topics ( IF 0.6 ) Pub Date : 2019-12-12 , DOI: 10.1142/s021902571950022x
Meryem Slaoui 1 , C. A. Tudor 1
Affiliation  

We analyze the solution to the linear stochastic heat equation driven by a multiparameter Hermite process of order [Formula: see text]. This solution is an element of the [Formula: see text]th Wiener chaos. We discuss various properties of the solution, such as the necessary and sufficient condition for its existence, self-similarity, [Formula: see text]-variation and regularity of its sample paths. We will also focus on the probability distribution of the solution, which is non-Gaussian when [Formula: see text].

中文翻译:

带有 Hermite 噪声的线性随机热方程

我们分析了由多参数 Hermite 阶过程驱动的线性随机热方程的解 [公式:见正文]。这个解决方案是[公式:见正文]维纳混沌的一个元素。我们讨论了解的各种性质,例如其存在的充要条件、自相似性、[公式:见正文]-其样本路径的变化和规律性。我们还将关注解的概率分布,它是非高斯的[公式:见正文]。
更新日期:2019-12-12
down
wechat
bug