Non-Gaussianity of invariant measures to SPDEs in Da Prato-Debussche regime

Da Prato-Debussche 机制下随机偏微分方程不变测度的非高斯性

阅读:2

Abstract

We propose an elementary method to show non-Gaussianity of invariant measures of parabolic stochastic partial differential equations with polynomial non-linearities in the Da Prato-Debussche regime. The approach is essentially algebraic and involves using the generator equation of the SPDE at stationarity. Our results in particular cover the Φδ4 measures in dimensions δ < 14/5 , which includes cases where the invariant measure is singular with respect to the invariant measure of the linear solution.

特别声明

1、本页面内容包含部分的内容是基于公开信息的合理引用;引用内容仅为补充信息,不代表本站立场。

2、若认为本页面引用内容涉及侵权,请及时与本站联系,我们将第一时间处理。

3、其他媒体/个人如需使用本页面原创内容,需注明“来源:[生知库]”并获得授权;使用引用内容的,需自行联系原作者获得许可。

4、投稿及合作请联系:info@biocloudy.com。