{"title":"具有时空齐次高斯噪声的SPDE解的律连续性","authors":"R. Balan, X. Liang","doi":"10.1142/s0219493723500508","DOIUrl":null,"url":null,"abstract":"In this article, we study the continuity in law of the solutions of two linear multiplicative SPDEs (the parabolic Anderson model and the hyperbolic Anderson model) with respect to the spatial parameter of the noise. The solution is interpreted in the Skorohod sense, using Malliavin calculus. We consider two cases: (i) the regular noise, whose spatial covariance is given by the Riesz kernel of order $\\alpha \\in (0,d)$, in spatial dimension $d\\geq 1$; (ii) the rough noise, which is fractional in space with Hurst index $H<1/2$, in spatial dimension $d=1$. We assume that the noise is colored in time. The similar problem for the white noise in time was considered in Bezdek (2016) and Giordano, Jolis and Quer-Sardanyons (2020).","PeriodicalId":51170,"journal":{"name":"Stochastics and Dynamics","volume":null,"pages":null},"PeriodicalIF":0.8000,"publicationDate":"2023-05-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Continuity in law for solutions of SPDEs with space-time homogeneous Gaussian noise\",\"authors\":\"R. Balan, X. Liang\",\"doi\":\"10.1142/s0219493723500508\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this article, we study the continuity in law of the solutions of two linear multiplicative SPDEs (the parabolic Anderson model and the hyperbolic Anderson model) with respect to the spatial parameter of the noise. The solution is interpreted in the Skorohod sense, using Malliavin calculus. We consider two cases: (i) the regular noise, whose spatial covariance is given by the Riesz kernel of order $\\\\alpha \\\\in (0,d)$, in spatial dimension $d\\\\geq 1$; (ii) the rough noise, which is fractional in space with Hurst index $H<1/2$, in spatial dimension $d=1$. We assume that the noise is colored in time. The similar problem for the white noise in time was considered in Bezdek (2016) and Giordano, Jolis and Quer-Sardanyons (2020).\",\"PeriodicalId\":51170,\"journal\":{\"name\":\"Stochastics and Dynamics\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.8000,\"publicationDate\":\"2023-05-17\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Stochastics and Dynamics\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1142/s0219493723500508\",\"RegionNum\":4,\"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":"Stochastics and Dynamics","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1142/s0219493723500508","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Continuity in law for solutions of SPDEs with space-time homogeneous Gaussian noise
In this article, we study the continuity in law of the solutions of two linear multiplicative SPDEs (the parabolic Anderson model and the hyperbolic Anderson model) with respect to the spatial parameter of the noise. The solution is interpreted in the Skorohod sense, using Malliavin calculus. We consider two cases: (i) the regular noise, whose spatial covariance is given by the Riesz kernel of order $\alpha \in (0,d)$, in spatial dimension $d\geq 1$; (ii) the rough noise, which is fractional in space with Hurst index $H<1/2$, in spatial dimension $d=1$. We assume that the noise is colored in time. The similar problem for the white noise in time was considered in Bezdek (2016) and Giordano, Jolis and Quer-Sardanyons (2020).
期刊介绍:
This interdisciplinary journal is devoted to publishing high quality papers in modeling, analyzing, quantifying and predicting stochastic phenomena in science and engineering from a dynamical system''s point of view.
Papers can be about theory, experiments, algorithms, numerical simulation and applications. Papers studying the dynamics of stochastic phenomena by means of random or stochastic ordinary, partial or functional differential equations or random mappings are particularly welcome, and so are studies of stochasticity in deterministic systems.