两个时间齐次PAM模型的渐近比较

Q2 Mathematics

Communications on Stochastic Analysis Pub Date : 2018-09-16 DOI:10.31390/COSA.12.2.06

Hyun-Jung Kim, S. Lototsky

引用次数: 0

摘要

Wick-Ito-Skorokhod和Stratonovich对抛物型安德森模型(PAM)的解释都得出了作为噪声强度e的函数的实解析解，并且，在极限e->0中，两个解之间的差是e^2阶且是非随机的。

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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An Asymptotic Comparison of Two Time-Homogeneous PAM Models

Both Wick-Ito-Skorokhod and Stratonovich interpretations of the parabolic Anderson model (PAM) lead to solutions that are real analytic as functions of the noise intensity e, and, in the limit e->0, the difference between the two solutions is of order e^2 and is non-random.

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来源期刊

Communications on Stochastic Analysis Mathematics-Statistics and Probability

CiteScore

2.40

自引率

0.00%

发文量

期刊介绍： The journal Communications on Stochastic Analysis (COSA) is published in four issues annually (March, June, September, December). It aims to present original research papers of high quality in stochastic analysis (both theory and applications) and emphasizes the global development of the scientific community. The journal welcomes articles of interdisciplinary nature. Expository articles of current interest will occasionally be published. COSAis indexed in Mathematical Reviews (MathSciNet), Zentralblatt für Mathematik, and SCOPUS