具有可加性lsamvy噪声的随机热方程的极值

IF 1.3 3区数学 Q2 STATISTICS & PROBABILITY

Electronic Journal of Probability Pub Date : 2022-01-01 DOI:10.1214/22-ejp855

Carsten Chong, P. Kevei

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引用次数: 1

摘要

研究了加性时空白噪声驱动下随机热方程解的空间渐近性质。对于固定的时间t > 0和空间x∈R，我们确定了轻尾和重尾lsamvy跳跃措施解的确切尾部行为。基于这些渐近性，我们确定了对于任意固定时间t > 0，解的几乎确定增长率为|x|→∞。MSC2020学科分类:初级:60H15;60 f15;60 g70;次级:60G17、60G51。

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Extremes of the stochastic heat equation with additive Lévy noise

We analyze the spatial asymptotic properties of the solution to the stochastic heat equation driven by an additive Lévy space-time white noise. For fixed time t > 0 and space x ∈ R we determine the exact tail behavior of the solution both for light-tailed and for heavy-tailed Lévy jump measures. Based on these asymptotics we determine for any fixed time t > 0 the almost-sure growth rate of the solution as |x| → ∞. MSC2020 subject classifications: Primary: 60H15; 60F15; 60G70; secondary: 60G17, 60G51.

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来源期刊

Electronic Journal of Probability 数学-统计学与概率论

CiteScore

1.80

自引率

7.10%

发文量

119

审稿时长

4-8 weeks

期刊介绍： The Electronic Journal of Probability publishes full-size research articles in probability theory. The Electronic Communications in Probability (ECP), a sister journal of EJP, publishes short notes and research announcements in probability theory. Both ECP and EJP are official journals of the Institute of Mathematical Statistics and the Bernoulli society.