论文标题

下属的奇异积分,并应用于SPDES的结构特性

Singular integrals of subordinators with applications to structural properties of SPDEs

论文作者

Deng, Changsong, Schilling, René L., Xu, Lihu

论文摘要

我们研究由一般下属驱动的随机积分,并建立零法则,以实现所得积分和力矩估计。作为应用程序,我们使用这些结果来获得由乘法纯跳跃噪声驱动的SPDE的结构属性,其中包括(1)乘法性随机卷积$ z_t $,(2)$ z_t $,(3)SPDES和spdes spdes and galererer的spde seri的最大不平等不平等。

We study stochastic integrals driven by a general subordinator and establish a zero-one law for the finiteness of the resulting integral as well as moment estimates. As an application, we use these results to obtain structural properties of SPDEs driven by multiplicative pure jump noise, which include (1) a maximal inequality for a multiplicative stochastic convolution $Z_t$, (2) a small ball probability of $Z_t$, (3) the existence of invariant measures and accessibility to zero of SPDEs, and (4) a Galerkin approximation of solutions to SPDEs.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源