Levy扰动下的一维空间离散输运
One-dimensional space-discrete transport subject to Levy perturbations
摘要：
本文研究了一类一维空间离散迁移方程在附加Levy强迫下的解。解的显式形式允许对它们进行分析研究。特别地，我们讨论了有限二阶矩Levy扰动的平稳分布的协方差结构的不变性。更一般的Levy扰动缺乏二阶矩的情况被认为是。此外，我们表明，一些解决方案的属性是有关的离散系统，并没有再现其连续模拟。
英文摘要：
In this paper we study a one-dimensional space-discrete transport equation subject to additive Levy forcing. The explicit form of the solutions allows their analytic study. In particular we discuss the invariance of the covariance structure of the stationary distribution for Levy perturbations with finite second moment. The situation of more general Levy perturbations lacking the second moment is considered as well. We moreover show that some of the properties of the solutions are pertinent to a discrete system and are not reproduced by its continuous analogue.
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