Title of article :
The heat equation with time-independent multiplicative stable Lévy noise
Author/Authors :
Mueller، نويسنده , , Carl and Mytnik، نويسنده , , Leonid and Stan، نويسنده , , Aurel، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Pages :
31
From page :
70
To page :
100
Abstract :
We study the heat equation with a random potential term. The potential is a one-sided stable noise, with positive jumps, which does not depend on time. To avoid singularities, we define the equation in terms of a construction similar to the Skorokhod integral or Wick product. We give a criterion for existence based on the dimension of the space variable, and the parameter p of the stable noise. Our arguments are different for p < 1 and p ⩾ 1 .
Keywords :
Heat equation , Stochastic partial differential equations , Noise
Journal title :
Stochastic Processes and their Applications
Serial Year :
2006
Journal title :
Stochastic Processes and their Applications
Record number :
1577738
Link To Document :
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