搜索结果: 1-2 共查到“偏微分方程其他学科 applications”相关记录2条 . 查询时间(0.09 秒)
Occupation times of spectrally negative Lévy processes with applications
Occupation time spectrally negative Lévy processes fluctuation theory scale functions
2011/2/21
In this paper, we compute the Laplace transform of occupation times (of the negative half-line) of spectrally negative Lévy processes. Our results are extensions of known results
for standard Brownia...
Log-Harnack Inequality for Stochastic Burgers Equations and Applications
stochastic Burgers equation log-Harnack inequality strong Feller property
2010/12/14
By proving an L2-gradient estimate for the corresponding Galerkin approximations,the log-Harnack inequality is established for the semigroup associated to a class of stochastic Burgers equations. As a...