Stochastic partial differential equation driven by stable noise

被引:0
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作者
Leonid Mytnik
机构
[1] Faculty of Industrial Engineering and Management,
[2] Technion — Israel Institute of Technology,undefined
[3] Haifa 32000,undefined
[4] Israel. e-mail: leonid@ie.technion.ac.il,undefined
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关键词
Differential Equation; Partial Differential Equation; Stochastic Partial Differential Equation; Stable Noise;
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摘要
 We construct a weak solution to the stochastic partial differential equation \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}\end{document} driven by a one sided, α-stable noise without negative jumps. We prove the weak existence of the solution for parameters \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}\end{document}. The facts that, for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}\end{document} is not a Lipschitz function, and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}\end{document} is not a Gaussian noise require the development of new methods, which we believe are of independent interest. We also show that when \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}\end{document} the above equation gives an alternative description of super-Brownian motion with stable branching mechanism.
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页码:157 / 201
页数:44
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