Residential College | false |
Status | 已發表Published |
Stochastic heat equation with Ornstein–Uhlenbeck operator | |
Li,Xiang | |
2023-10-01 | |
Source Publication | Statistics and Probability Letters |
ABS Journal Level | 2 |
ISSN | 0167-7152 |
Volume | 201Pages:109887 |
Abstract | We study the stochastic partial differential equation [Formula presented]=Lu+uẆ in Skorohod sense, where L is the generator of a one-dimensional Ornstein–Uhlenbeck (OU) process X and Ẇ is a (1+1)-dimensional space–time white noise. We follow the method established in Hu and Nualart (2009) to prove a Feynman–Kac type representation of the moments of solution. Through this representation, we use the method established in Chen (2015) and a large deviation principle of OU process to obtain an intermittency result. |
Keyword | Feynman–kac Representations Intermittency Ornstein–uhlenbeck Operator Stochastic Partial Differential Equation |
DOI | 10.1016/j.spl.2023.109887 |
URL | View the original |
Indexed By | SCIE |
Language | 英語English |
WOS Research Area | Mathematics |
WOS Subject | Statistics & Probability |
WOS ID | WOS:001032998200001 |
Scopus ID | 2-s2.0-85163505485 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | Faculty of Science and Technology |
Affiliation | Department of Mathematics,Faculty of Science and Technology,University of Macau,China |
First Author Affilication | Faculty of Science and Technology |
Recommended Citation GB/T 7714 | Li,Xiang. Stochastic heat equation with Ornstein–Uhlenbeck operator[J]. Statistics and Probability Letters, 2023, 201, 109887. |
APA | Li,Xiang.(2023). Stochastic heat equation with Ornstein–Uhlenbeck operator. Statistics and Probability Letters, 201, 109887. |
MLA | Li,Xiang."Stochastic heat equation with Ornstein–Uhlenbeck operator".Statistics and Probability Letters 201(2023):109887. |
Files in This Item: | There are no files associated with this item. |
Items in the repository are protected by copyright, with all rights reserved, unless otherwise indicated.
Edit Comment