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Rescaling nonlinear noise for 1D stochas...
Goldys, B....
Rescaling nonlinear noise for 1D stochastic parabolic equations by Goldys, B. ( Author )
Australian National University
07-09-2023
In this paper we will show that the solution of 1D stochastic parabolic equation with additive noise converges to a martingale (independent upon space variable) when we rescale noise at the extremum points of the process.
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Article
pdf
29.34 KB
English
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MYR 0.01
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http://arxiv.org/abs/1502.03574
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