数学
随机偏微分方程
白噪声
随机微分方程
数学分析
应用数学
核(代数)
偏微分方程
噪音(视频)
班级(哲学)
纯数学
统计
人工智能
计算机科学
图像(数学)
作者
Hongge Yue,Yong Xu,Zhe Jiao
标识
DOI:10.1016/j.aml.2023.108686
摘要
We study the averaging principle for a class of semilinear stochastic partial differential equations perturbed by space–time white noise. Using the factorization method and Burkholder’s inequality, the estimation of stochastic integral involving the heat kernel is obtained. Under suitable assumptions, we show that the original stochastic systems can be approximated by the averaged equations.
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