One-Dimensional Space-Discrete Transport Subject to Lévy Perturbations
One-Dimensional Space-Discrete Transport Subject to Lévy Perturbations
复制标题
受 Lévy 扰动影响的一维空间离散输运
DOI：
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发表时间：
2008
期刊：
影响因子：
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通讯作者：
I. Sokolov
中科院分区：
文献类型：
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作者：
I. Pavlyukevich;I. Sokolov
本文研究了一维空间离散迁移方程在附加Lévy强迫下的解.解的显式形式允许对它们进行分析研究。特别地，我们讨论了有限二阶矩Lévy扰动的平稳分布的协方差结构的不变性。更一般的Lévy扰动的情况下，缺乏第二时刻被认为是。此外，我们表明，一些解决方案的属性是有关的离散系统，并没有再现其连续模拟。
In this paper we study a one-dimensional space-discrete transport equation subject to additive Lévy forcing. The explicit form of the solutions allows their analytic study. In particular we discuss the invariance of the covariance structure of the stationary distribution for Lévy perturbations with finite second moment. The situation of more general Lévy perturbations lacking the second moment is considered as well. We moreover show that some of the properties of the solutions are pertinent to a discrete system and are not reproduced by its continuous analogue.