Stochastic parabolic equations in bounded domains: random evolution operator and Lyapunov exponents
Stochastic parabolic equations in bounded domains: random evolution operator and Lyapunov exponents
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有界域中的随机抛物线方程：随机演化算子和 Lyapunov 指数
DOI：
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发表时间：
1990
期刊：
影响因子：
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通讯作者：
Kay Uwe Schaumloffel
中科院分区：
文献类型：
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作者：
F. Flandoli;Kay Uwe Schaumloffel
研究了具有多个噪声源的线性二阶随机偏微分方程。温和解的随机Feynman-Kac型表示产生随机演化算子（基本解）的存在性。证明了它们的可积性和紧性。最后证明了李雅普诺夫指数的存在性
We consider linear second order stochastic partial differential equations with finitely many noise sources. A stochastic Feynman-Kac-type representation of mild solutions yields the existence of random evolution operators (fundamental solutions). Integrability properties and compactness for them are proved. Finally, the existence of Lyapunov exponents is established