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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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