Stationary solutions of an equation modelling ohmic heating
نویسندگان
چکیده
منابع مشابه
Stationary Solutions of the Stochastic Differential Equation
For a given bivariate Lévy process (Ut, Lt)t≥0, necessary and sufficient conditions for the existence of a strictly stationary solution of the stochastic differential equation dVt = Vt− dUt + dLt are obtained. Neither strict positivity of the stochastic exponential of U nor independence of V0 and (U,L) are assumed and noncausal solutions may appear. The form of the stationary solution is determ...
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ژورنال
عنوان ژورنال: Applied Mathematics Letters
سال: 1994
ISSN: 0893-9659
DOI: 10.1016/0893-9659(94)90102-3