Title of article :
A stochastic heat equation with the distributions of Lévy processes as its invariant measures
Author/Authors :
Funaki، نويسنده , , Tadahisa and Xie، نويسنده , , Bin، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2009
Abstract :
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.
Keywords :
Stochastic heat equation , stochastic partial differential equation , Lévy process
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications