具有随机初值的高阶偏微分方程解的上确界分布估计
概率论
2020-03-30 v1
摘要
本文考虑一类线性色散方程中的高阶偏微分方程。我们研究这些方程在由可调和-次高斯过程给出的随机初值条件下的解。主要结果给出了解的上确界分布的界。我们给出若干过程的例子,对其验证了一般结果的假设且界以显式形式写出。对于高斯初值情形,主要结果亦被具体给出。
引用
@article{arxiv.2003.12318,
title = {Estimates for distribution of suprema of solutions to higher-order partial differential equations with random initial conditions},
author = {Yuriy Kozachenko and Enzo Orsingher and Lyudmyla Sakhno and Olga Vasylyk},
journal= {arXiv preprint arXiv:2003.12318},
year = {2020}
}
备注
Published at https://doi.org/10.15559/19-VMSTA146 in the Modern Stochastics: Theory and Applications (https://vmsta.org/) by VTeX (http://www.vtex.lt/). arXiv admin note: text overlap with arXiv:1805.08822