Averaging principle for the one-dimensional parabolic equation driven by stochastic measure

被引：4

作者：

Manikin, Boris ^{[1
]}

机构：

[1] Taras Shevchenko Natl Univ Kyiv, Kiev, Ukraine

来源：

MODERN STOCHASTICS-THEORY AND APPLICATIONS | 2022年 / 9卷 / 02期

关键词：

Stochastic measure; averaging principle; mild solution; stochastic parabolic equation; HEAT-EQUATION;

D O I：

10.15559/21-VMSTA195

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A stochastic parabolic equation on [0, T] x R driven by a general stochastic measure is considered. The averaging principle for the equation is established. The convergence rate is compared with other results on related topics.

引用

页码：123 / 137

页数：15

共 50 条

[31] Adaptive output regulation for one-dimensional parabolic equation with nonlocal term
Liu, Weiwei
Wang, Jun-Min
INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING, 2021, 35 (09) : 1805 - 1823
[32] On the Cauchy Problem for a One-Dimensional Loaded Parabolic Equation of a Special Form
Frolenkov I.V.
Yarovaya M.A.
Journal of Mathematical Sciences, 2021, 254 (6) : 761 - 775
[33] Quenching for a one-dimensional fully nonlinear parabolic equation in detonation theory
Galaktionov, VA
Gerbi, S
Vazquez, JL
SIAM JOURNAL ON APPLIED MATHEMATICS, 2000, 61 (04) : 1253 - 1285
[34] Quenching for a one-dimensional fully nonlinear parabolic equation in detonation theory
Galaktionov, V.A.
Gerbi, S.
Vazquez, J.L.
SIAM Journal on Applied Mathematics, 2001, 61 (04) : 1253 - 1285
[35] Identification of the pollution source from one-dimensional parabolic equation models
Wang, Zewen
Liu, Jijun
APPLIED MATHEMATICS AND COMPUTATION, 2012, 219 (08) : 3403 - 3413
[36] One-dimensional nonlinear stochastic wave equation and triviality effect
Rajter-Ciric, D
STOCHASTIC ANALYSIS AND APPLICATIONS, 2005, 23 (06) : 1149 - 1164
[37] A fully discrete approximation of the one-dimensional stochastic wave equation
Cohen, David
Quer-Sardanyons, Lluis
IMA JOURNAL OF NUMERICAL ANALYSIS, 2016, 36 (01) : 400 - 420
[38] A fully discrete approximation of the one-dimensional stochastic heat equation
Anton, Rikard
Cohen, David
Quer-Sardanyons, Lluis
IMA JOURNAL OF NUMERICAL ANALYSIS, 2020, 40 (01) : 247 - 284
[39] Analysis of a numerical solution to the one-dimensional stochastic convection equation
Oster, C. A.
Gibbs, A. G.
Tang, D. H.
ADVANCES IN WATER RESOURCES, 1981, 4 (01) : 2 - 8
[40] On one-dimensional stochastic differential equations driven by stable processes
Pragarauskas H.
Zanzotto P.A.
Lithuanian Mathematical Journal, 2000, 40 (3) : 277 - 295

← 1 2 3 4 5 →