The stochastic chafee-infante equation
- In this preparatory chapter, the tools of stochastic analysis needed for the investigation of the asymptotic behavior of the stochastic Chafee-Infante equation are provided. In the first place, this encompasses a recollection of basic facts about Lévy processes with values in Hilbert spaces. Playing the role of the additive noise processes perturbing the deterministic Chafee-Infante equation in the systems the stochastic dynamics of which will be our main interest, symmetric ?-stable Lévy processes are in the focus of our investigation (Sect. 3.1).
| Author details: | Arnaud Debussche, Michael HögeleGND, Peter Imkeller |
|---|---|
| DOI: | https://doi.org/10.1007/978-3-319-00828-8_3 |
| ISBN: | 978-3-319-00828-8; 978-3-319-00827-1 |
| ISSN: | 0075-8434 |
| Title of parent work (English): | Lecture notes in mathematics : a collection of informal reports and seminars |
| Title of parent work (English): | Lecture Notes in Mathematics |
| Publisher: | Springer |
| Place of publishing: | Berlin |
| Publication type: | Article |
| Language: | English |
| Year of first publication: | 2013 |
| Publication year: | 2013 |
| Release date: | 2017/03/26 |
| Volume: | 2085 |
| Number of pages: | 24 |
| First page: | 45 |
| Last Page: | 68 |
| Organizational units: | Mathematisch-Naturwissenschaftliche Fakultät / Institut für Mathematik |
| Peer review: | Referiert |
