利用傅里叶级数逼近随机波动方程的解
概率论
2019-02-05 v1
摘要
本文研究了一类由一般随机测度驱动的一维随机波动方程。考虑了随机测度的傅里叶级数展开。证明了用相应的部分和或 Fejér 和替换积分测度，可得到该方程温和解的逼近。
引用
@article{arxiv.1902.01195,
title = {Approximation of solutions of the stochastic wave equation by using the Fourier series},
author = {Vadym Radchenko and Nelia Stefans'ka},
journal= {arXiv preprint arXiv:1902.01195},
year = {2019}
}
备注
Published at https://doi.org/10.15559/18-VMSTA115 in the Modern Stochastics: Theory and Applications (https://www.i-journals.org/vtxpp/VMSTA) by VTeX (http://www.vtex.lt/)