具有时空齐次高斯噪声的SPDE解的律连续性

IF 0.8 4区 数学 Q3 STATISTICS & PROBABILITY
R. Balan, X. Liang
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引用次数: 0

摘要

在本文中,我们研究了两个线性乘性SPDE(抛物线Anderson模型和双曲Anderson模型)的解相对于噪声的空间参数的连续性定律。该解是在Skorohod意义上解释的,使用Malliavin微积分。我们考虑两种情况:(i)正则噪声,其空间协方差由空间维度$d\geq1$中$\alpha\in(0,d)$阶的Riesz核给出;(ii)粗噪声,其在空间维度$d=1$中是分数的,Hurst指数$H<1/2$。我们假设噪声在时间上是有色的。Bezdek(2016)和Giordano、Jolis和Quer Sardanyons(2020)考虑了白噪声在时间上的类似问题。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Continuity in law for solutions of SPDEs with space-time homogeneous Gaussian noise
In this article, we study the continuity in law of the solutions of two linear multiplicative SPDEs (the parabolic Anderson model and the hyperbolic Anderson model) with respect to the spatial parameter of the noise. The solution is interpreted in the Skorohod sense, using Malliavin calculus. We consider two cases: (i) the regular noise, whose spatial covariance is given by the Riesz kernel of order $\alpha \in (0,d)$, in spatial dimension $d\geq 1$; (ii) the rough noise, which is fractional in space with Hurst index $H<1/2$, in spatial dimension $d=1$. We assume that the noise is colored in time. The similar problem for the white noise in time was considered in Bezdek (2016) and Giordano, Jolis and Quer-Sardanyons (2020).
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来源期刊
Stochastics and Dynamics
Stochastics and Dynamics 数学-统计学与概率论
CiteScore
1.70
自引率
0.00%
发文量
49
审稿时长
>12 weeks
期刊介绍: This interdisciplinary journal is devoted to publishing high quality papers in modeling, analyzing, quantifying and predicting stochastic phenomena in science and engineering from a dynamical system''s point of view. Papers can be about theory, experiments, algorithms, numerical simulation and applications. Papers studying the dynamics of stochastic phenomena by means of random or stochastic ordinary, partial or functional differential equations or random mappings are particularly welcome, and so are studies of stochasticity in deterministic systems.
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