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PRECISE MOMENT ASYMPTOTICS FOR THE STOCHASTIC HEAT EQUATION OF A TIME-DERIVATIVE GAUSSIAN NOISE 被引量:1

PRECISE MOMENT ASYMPTOTICS FOR THE STOCHASTIC HEAT EQUATION OF A TIME-DERIVATIVE GAUSSIAN NOISE
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摘要 This article establishes the precise asymptotics Eu^m(t, x)(t → ∞ or m → ∞) for the stochastic heat equation ?u/?t(t, x) =1/2?u(t, x) + u(t, x)(t, x)?W/?t(t, x) with the time-derivative Gaussian noise W?/?t(t, x) that is fractional in time and homogeneous in space. This article establishes the precise asymptoticsEum(t, x)(i →∞ or m →∞)for the stochastic heat equation■u/■t(t,x)=1/2△u(t,x)+u(t,x)■w/■t(t,x)with the time-derivative Gaussian noise ■u/■t(t,x)that is fractional in time and homogeneous in space.
作者 Heyu LI Xia CHEN 李贺宇;陈夏(School of Mathematics,Jilin University,Changchun 130012,China;Department of Mathematics,University of Tennessee,Knoxville TN 37996,USA)
出处 《Acta Mathematica Scientia》 SCIE CSCD 2019年第3期629-644,共16页 数学物理学报(B辑英文版)
基金 Research partially supported by the “1000 Talents Plan” from Jilin University,Jilin Province and Chinese Government by the Simons Foundation(244767)
关键词 STO chastic HEA t equation t ime-deriva tive Gaussian noise BROWNIAN MOT ion Feynman-Kac representation Schilder's large deviation Stochastic heat equation time-derivative Gaussian noise Brownian motion Feynman-Kac representation Schilder’s large deviation
分类号 O [理学]
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