𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Ergodicity of linear SPDE driven by Lévy noise

✍ Scribed by Zhao Dong; Yingchao Xie


Book ID
107347254
Publisher
Academy of Mathematics and Systems Science, Chinese Academy of Sciences
Year
2010
Tongue
English
Weight
247 KB
Volume
23
Category
Article
ISSN
1009-6124

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Equivalent linearization for systems dri
✍ M. Grigoriu 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 139 KB

The equivalent linearization method is extended to the case of nonlinear systems driven by Le ´vy white noise. The classical objective function used for the determination of the equivalent linear system cannot be applied because the Le ´vy process generating the Le ´vy white noise has no variance an