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Stationary Solutions for Heat Equation Perturbed by General Additive Noise
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A. Chojnowska-Michalik
Published/Copyright:
June 4, 2010
Abstract
Using the semigroup approach we prove that the heat equation on a bounded domain in Rd driven by general noise has a stationary solution iff a certain functional of the jump part of the noise has a finite expectation.
Key words and phrases.: Stochastic evolution equations; stationary distribution law; process with independent increments
Received: 1997-01-14
Revised: 1997-04-07
Published Online: 2010-06-04
Published in Print: 1997-June
©Heldermann Verlag
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- Stationary Solutions for Heat Equation Perturbed by General Additive Noise
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Keywords for this article
Stochastic evolution equations;
stationary distribution law;
process with independent increments
Articles in the same Issue
- Optimal Synthesis for Nonoscillatory Controlled Objects
- Forced Oscillations of First Order Nonlinear Neutral Differential Equations
- Continuity of the Superposition of Set–Valued Functions
- On the Uniqueness of Lebesgue and Borel Measures
- Optimality Conditions for Control Problems Governed by Abstract Semilinear Differential Equations in Complex Banach Spaces
- On the Continuity of Random Operators
- Norms on Possibilities II: More CCC Ideals on 2ω
- Stationary Solutions for Heat Equation Perturbed by General Additive Noise
- Note on Decreasing Rearrangement of Fourier Series
