带乘性噪声的Ginzburg-Landau方程
Ginzburg-Landau Equation with Multiplicative Noise
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摘要: 研究了带乘性噪声的Ginzburg-Landau方程. 首先运用Galerkin逼近近似将无穷维空间变换到有限维空间, 然后利用一系列不等式得到有界性, 最后利用Prokhorov定理、 Skorokhod定理以及鞅表示定理获得了系统鞅解的存在性.
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关键词:
- Ginzburg-Landau方程 /
- 乘性噪声 /
- 鞅解
Abstract: This paper is concerned with the Ginzburg-Landau equation with multiplicative noise.To start with we transformed infinite dimensional space into finite dimensional space by Galerkin approximation, secondly we used a series of inequalities to obtain boundedness.Finally, we obtained the existence of martingale solutions by Prokhorov theorem, Skorokhod theorem and martingale representation theorem. -
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