Martingale solution of the stochastic Camassa–Holm equation with pure jump noise

IF 1.1 2区数学 Q3 STATISTICS & PROBABILITY

Stochastic Processes and their Applications Pub Date : 2024-07-26 DOI:10.1016/j.spa.2024.104446

Yong Chen , Jinqiao Duan , Hongjun Gao

引用次数: 0

Abstract

We study the stochastic Camassa–Holm equation with pure jump noise. We establish the existence of the global martingale solution by the regularization method, the tightness criterion, the generalization of the Skorokhod theorem for nonmetric spaces and the stochastic renormalized formulations.

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具有纯跳跃噪声的随机卡马萨-霍姆方程的马丁格尔解

我们研究了具有纯跳跃噪声的随机卡马萨-霍姆方程。我们通过正则化方法、严密性准则、Skorokhod 定理在非度量空间中的广义以及随机重归一化公式，确定了全局马氏解法的存在性。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Stochastic Processes and their Applications 数学-统计学与概率论

CiteScore

2.90

自引率

7.10%

发文量

180

审稿时长

23.6 weeks

期刊介绍： Stochastic Processes and their Applications publishes papers on the theory and applications of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests. Characterization, structural properties, inference and control of stochastic processes are covered. The journal is exacting and scholarly in its standards. Every effort is made to promote innovation, vitality, and communication between disciplines. All papers are refereed.