One-dimensional stochastic Burgers equation driven by Levy processes

被引：61
|
作者：
Dong, Z. [1 ]
Xu, T. G. [1 ]
机构：
[1] Acad Sinica, Acad Math & Syst Sci, Inst Appl Math, Beijing 100080, Peoples R China
来源：
JOURNAL OF FUNCTIONAL ANALYSIS | 2007年 / 243卷 / 02期
基金：
中国国家自然科学基金;
关键词：
Burgers equation; Levy process; Q-Wiener process; strong solution; weak solution; mild solution; invariant measure;
D O I：
10.1016/j.jfa.2006.09.010
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
In this paper, we proved the global existence and uniqueness of the strong, weak and mild solutions for one-dimensional Burgers equation perturbed by a Poisson form process, a Poisson form and Q-Wiener process with the Dirichlet bounded condition. We also proved the existence of the invariant measure of these models. (C) 2006 Elsevier Inc. All rights reserved.
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页码：631 / 678
页数：48
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