Convergence of solutions of one–dimensional stochastic heat equations1
作者:
Ello Weits,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 1993)
卷期:
Volume 11,
issue 3
页码: 349-367
ISSN:0736-2994
年代: 1993
DOI:10.1080/07362999308809321
出版商: Marcel Dekker, Inc.
数据来源: Taylor
摘要:
We consider one-dimensional stochastic heat equations of the following form:whereX(t) is anC([-m, m])-valued Stochastic Process and {Btt≥0} denotes the so–called cylindrical Brownian motion on the real, separable Hilbert spaceH=L2[-mm]. For the case that σ is a multiplication operator we prove the weak convergence of solutions of a stochastic heat equation on the interval [-mm] to the solution of the corresponding equation on the whole real line asm→∞ For the case that σ is a particular operator (depending only onm) we show convergence of the solutions to a stationary Gaussian limit process that can serve as model of stationary freeway traffic flow
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