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ERGODICITY OF LINEAR SPDE DRIVEN BY LVY NOISE

ERGODICITY OF LINEAR SPDE DRIVEN BY LVY NOISE
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摘要 This paper discusses the ergodicity of a linear stochastic partial differential equation driven by Levy noise.
作者 Zhao DONG Yingchao XIE
机构地区 Institute of Applied Mathematics Department of Mathematics
出处 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2010年第1期137-152,共16页 系统科学与复杂性学报（英文版）
基金 supported by the Key Laboratory of Random Complex Structures and Data Scienc, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, 973 Project (2006CB8059000) Science Fund for Creative Research Groups (10721101) the National Science Foundation of China (10671197) the Science Foundation of Jiangsu Province (BK2006032, 06-A-038, 07-333)
关键词 ERGODICITY invariant measure L^vy noise linear SPDE. 随机偏微分方程 噪声驱动 遍历性 线性 驱动方程
分类号 O211.63 [理学—概率论与数理统计] TN911.4 [电子电信—通信与信息系统]
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参考文献23

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Journal of Systems Science & Complexity
2010年 第1期

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