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一类随机抛物型偏微分方程的噪声影响分析

, PP. 590-594

Keywords: 随机抛物型偏微分方程,动态边值,随机不变流,确定不变流

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Abstract:

考虑一类带动态边值的随机抛物型偏微分方程.白噪声不仅出现在系统模型中,同时出现在边值条件中.证明了当系统的噪声强度趋近零时,该系统的随机不变流几乎必然收敛到其对应的确定系统的确定不变流.

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