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Article Dans Une Revue Journal of Theoretical Probability Année : 2014

A Skew stochastic heat equation

S.K. Bounebache
  • Fonction : Auteur

Résumé

We consider a stochastic heat equation driven by a space-time white noise and with a singular drift, where a local-time in space appears. The process we study has an explicit invariant measure of Gibbs type, with a non-convex potential. We obtain existence of a Markov solution, which is associated with an explicit Dirichlet form. Moreover, we study approximations of the stationary solution by means of a regularization of the singular drift or by a finite-dimensional projection.

Dates et versions

hal-00988216 , version 1 (07-05-2014)

Identifiants

Citer

S.K. Bounebache, L. Zambotti. A Skew stochastic heat equation. Journal of Theoretical Probability, 2014, 27 (1), pp.168-201. ⟨10.1007/s10959-012-0421-8⟩. ⟨hal-00988216⟩
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