重尾噪声随机波方程:解的唯一性和过去的光锥特性

IF 1.1 2区 数学 Q3 STATISTICS & PROBABILITY Stochastic Processes and their Applications Pub Date : 2024-08-30 DOI:10.1016/j.spa.2024.104479
Juan J. Jiménez
{"title":"重尾噪声随机波方程:解的唯一性和过去的光锥特性","authors":"Juan J. Jiménez","doi":"10.1016/j.spa.2024.104479","DOIUrl":null,"url":null,"abstract":"<div><p>In this article, we study the stochastic wave equation in spatial dimensions <span><math><mrow><mi>d</mi><mo>≤</mo><mn>2</mn></mrow></math></span> with multiplicative Lévy noise that can have infinite <span><math><mi>p</mi></math></span>th moments. Using the past light-cone property of the wave equation, we prove the existence and uniqueness of a solution, considering only the <span><math><mi>p</mi></math></span>-integrability of the Lévy measure <span><math><mi>ν</mi></math></span> for the region corresponding to the small jumps of the noise. For <span><math><mrow><mi>d</mi><mo>=</mo><mn>1</mn></mrow></math></span>, there are no restrictions on <span><math><mi>ν</mi></math></span>. For <span><math><mrow><mi>d</mi><mo>=</mo><mn>2</mn></mrow></math></span>, we assume that there exists a value <span><math><mrow><mi>p</mi><mo>∈</mo><mrow><mo>(</mo><mn>0</mn><mo>,</mo><mn>2</mn><mo>)</mo></mrow></mrow></math></span> for which <span><math><mrow><msub><mrow><mo>∫</mo></mrow><mrow><mrow><mo>{</mo><mrow><mo>|</mo><mi>z</mi><mo>|</mo></mrow><mo>≤</mo><mn>1</mn><mo>}</mo></mrow></mrow></msub><msup><mrow><mrow><mo>|</mo><mi>z</mi><mo>|</mo></mrow></mrow><mrow><mi>p</mi></mrow></msup><mi>ν</mi><mrow><mo>(</mo><mi>d</mi><mi>z</mi><mo>)</mo></mrow><mo>&lt;</mo><mo>+</mo><mi>∞</mi></mrow></math></span>.</p></div>","PeriodicalId":51160,"journal":{"name":"Stochastic Processes and their Applications","volume":"178 ","pages":"Article 104479"},"PeriodicalIF":1.1000,"publicationDate":"2024-08-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Stochastic wave equation with heavy-tailed noise: Uniqueness of solutions and past light-cone property\",\"authors\":\"Juan J. Jiménez\",\"doi\":\"10.1016/j.spa.2024.104479\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><p>In this article, we study the stochastic wave equation in spatial dimensions <span><math><mrow><mi>d</mi><mo>≤</mo><mn>2</mn></mrow></math></span> with multiplicative Lévy noise that can have infinite <span><math><mi>p</mi></math></span>th moments. Using the past light-cone property of the wave equation, we prove the existence and uniqueness of a solution, considering only the <span><math><mi>p</mi></math></span>-integrability of the Lévy measure <span><math><mi>ν</mi></math></span> for the region corresponding to the small jumps of the noise. For <span><math><mrow><mi>d</mi><mo>=</mo><mn>1</mn></mrow></math></span>, there are no restrictions on <span><math><mi>ν</mi></math></span>. For <span><math><mrow><mi>d</mi><mo>=</mo><mn>2</mn></mrow></math></span>, we assume that there exists a value <span><math><mrow><mi>p</mi><mo>∈</mo><mrow><mo>(</mo><mn>0</mn><mo>,</mo><mn>2</mn><mo>)</mo></mrow></mrow></math></span> for which <span><math><mrow><msub><mrow><mo>∫</mo></mrow><mrow><mrow><mo>{</mo><mrow><mo>|</mo><mi>z</mi><mo>|</mo></mrow><mo>≤</mo><mn>1</mn><mo>}</mo></mrow></mrow></msub><msup><mrow><mrow><mo>|</mo><mi>z</mi><mo>|</mo></mrow></mrow><mrow><mi>p</mi></mrow></msup><mi>ν</mi><mrow><mo>(</mo><mi>d</mi><mi>z</mi><mo>)</mo></mrow><mo>&lt;</mo><mo>+</mo><mi>∞</mi></mrow></math></span>.</p></div>\",\"PeriodicalId\":51160,\"journal\":{\"name\":\"Stochastic Processes and their Applications\",\"volume\":\"178 \",\"pages\":\"Article 104479\"},\"PeriodicalIF\":1.1000,\"publicationDate\":\"2024-08-30\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Stochastic Processes and their Applications\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S0304414924001856\",\"RegionNum\":2,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastic Processes and their Applications","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0304414924001856","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0

摘要

在本文中,我们研究了空间维数 d≤2 的随机波方程,该方程具有乘法莱维噪声,可以有无限 pth 矩。利用波方程过去的光锥性质,我们证明了解的存在性和唯一性,只考虑了与噪声小跳变对应区域的莱维量ν的 p-integrability。对于 d=1,ν 不受限制。对于 d=2,我们假设存在一个值 p∈(0,2),对于这个值 ∫{|z|≤1}|z|pν(dz)<+∞。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
查看原文
分享 分享
微信好友 朋友圈 QQ好友 复制链接
本刊更多论文
Stochastic wave equation with heavy-tailed noise: Uniqueness of solutions and past light-cone property

In this article, we study the stochastic wave equation in spatial dimensions d2 with multiplicative Lévy noise that can have infinite pth moments. Using the past light-cone property of the wave equation, we prove the existence and uniqueness of a solution, considering only the p-integrability of the Lévy measure ν for the region corresponding to the small jumps of the noise. For d=1, there are no restrictions on ν. For d=2, we assume that there exists a value p(0,2) for which {|z|1}|z|pν(dz)<+.

求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
Stochastic Processes and their Applications
Stochastic Processes and their Applications 数学-统计学与概率论
CiteScore
2.90
自引率
7.10%
发文量
180
审稿时长
23.6 weeks
期刊介绍: Stochastic Processes and their Applications publishes papers on the theory and applications of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests. Characterization, structural properties, inference and control of stochastic processes are covered. The journal is exacting and scholarly in its standards. Every effort is made to promote innovation, vitality, and communication between disciplines. All papers are refereed.
期刊最新文献
Editorial Board Rate of escape of the conditioned two-dimensional simple random walk Wasserstein convergence rates for empirical measures of random subsequence of {nα} Nonnegativity preserving convolution kernels. Application to Stochastic Volterra Equations in closed convex domains and their approximation Correlation structure and resonant pairs for arithmetic random waves
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
0
微信
客服QQ
Book学术公众号 扫码关注我们
反馈
×
意见反馈
请填写您的意见或建议
请填写您的手机或邮箱
已复制链接
已复制链接
快去分享给好友吧!
我知道了
×
扫码分享
扫码分享
Book学术官方微信
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术
文献互助 智能选刊 最新文献 互助须知 联系我们:info@booksci.cn
Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。
Copyright © 2023 Book学术 All rights reserved.
ghs 京公网安备 11010802042870号 京ICP备2023020795号-1