Evolution of the system with multiplicative noise
نویسندگان
چکیده
منابع مشابه
Stochastic evolution equations with multiplicative Poisson noise and monotone nonlinearity
Semilinear stochastic evolution equations with multiplicative Poisson noise and monotone nonlinear drift in Hilbert spaces are considered. The coefficients are assumed to have linear growth. We do not impose coercivity conditions on coefficients. A novel method of proof for establishing existence and uniqueness of the mild solution is proposed. Examples on stochastic partial differentia...
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The governed equations for the order parameter, one-time and two-time correlators are obtained on the basis of the Langevin equation with the white multiplicative noise which amplitude xa is determined by an exponent 0 < a < 1 (x being a stochastic variable). It turns out that equation for autocorrelator includes an anomalous average of the power-law function with the fractional exponent 2a. De...
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Abstract. We study the asymptotic behavior of solutions to stochastic evolution equations with monotone drift and multiplicative Poisson noise in the variational setting, thus covering a large class of (fully) nonlinear partial differential equations perturbed by jump noise. In particular, we provide sufficient conditions for the existence, ergodicity, and uniqueness of invariant measures. Furt...
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ژورنال
عنوان ژورنال: Physica A: Statistical Mechanics and its Applications
سال: 2001
ISSN: 0378-4371
DOI: 10.1016/s0378-4371(00)00601-4