Feng Jinghai, Wang Yan, Feng Enmin. he Stochastic Transport Equation Driven by Combined\\White Noises[J]. Chinese Journal of Applied Probability and Statistics, 2009, 25(6): 597-610.
Citation:
Feng Jinghai, Wang Yan, Feng Enmin. he Stochastic Transport Equation Driven by Combined\\White Noises[J]. Chinese Journal of Applied Probability and Statistics, 2009, 25(6): 597-610.
Feng Jinghai, Wang Yan, Feng Enmin. he Stochastic Transport Equation Driven by Combined\\White Noises[J]. Chinese Journal of Applied Probability and Statistics, 2009, 25(6): 597-610.
Citation:
Feng Jinghai, Wang Yan, Feng Enmin. he Stochastic Transport Equation Driven by Combined\\White Noises[J]. Chinese Journal of Applied Probability and Statistics, 2009, 25(6): 597-610.
he Stochastic Transport Equation Driven by Combined\\White Noises
In this paper, we develop a new framework of combined white noises basing on the existing Gaussian and pure jump L\'evy white noises. The Wick product, Hermite transform and the characterization theorem of Hida distribution space are generalized in this framework. Moreover, we solve the stochastic transport equation by the characterization theorem and discuss the solution in detail.
DownLoad: