Research Articledownloads.hindawi.com/journals/complexity/2018/7402764.pdfget the rate of...
Embed Size (px)
Transcript of Research Articledownloads.hindawi.com/journals/complexity/2018/7402764.pdfget the rate of...
-
Research ArticleModerate Deviations for Stochastic Fractional Heat EquationDriven by Fractional Noise
Xichao Sun ,1 Ming Li ,2 and Wei Zhao3
1College of Science, Bengbu University, 1866 Caoshan Rd., Bengbu 233030, China2School of Information Science and Technology, East China Normal University, No. 500, Dong-Chuan Road, Shanghai 200241, China3American University of Sharjah, P.O. Box 26666, Sharjah, UAE
Correspondence should be addressed to Xichao Sun; [email protected]
Received 28 January 2018; Revised 6 April 2018; Accepted 2 May 2018; Published 10 July 2018
Academic Editor: Maricel Agop
Copyright © 2018 Xichao Sun et al. This is an open access article distributed under the Creative Commons Attribution License,which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
We consider a class of stochastic fractional heat equations driven by fractional noises. A central limit theorem is given, and amoderate deviation principle is established.
1. Introduction
Since the work of Freidlin and Wentzell [1], the largedeviation principle (LDP) has been extensively developedfor small noise systems and other types of models (suchas interacting particle systems) (see [2–7]). Cardon-Weber[2] proved a LDP for a Burgers-type SPDE driven by whitenoise. Marquez-Carreras and Sarra [3] proved a LDP for astochastic heat equation with spatially correlated noise, andMellali and Mellouk [4] extended Marquez-Carreras andSarra’s [3] to a fractional operator. Jiang et al. [5] proveda LDP for a fourth-order stochastic heat equation drivenby fractional noise. Budhiraja et al. [6] studied large devia-tion properties of systems of weakly interacting particles.Budhiraja et al. [7] proved a large deviation for Brownianparticle systems with killing.
Similar to the large deviation, the moderate deviationproblems also come from the theory of statistical inference.Using the moderate deviation principle (MDP), we canget the rate of convergence and an important method toconstruct asymptotic confidence intervals, for example,Liming [8], Guillin and Liptser [9], Cattani and Ciancio[10], and other references therein. There are also manyworks about MDP about stochastic (partial) differentialequations; some surveys and literatures could be foundin Budhiraja et al. [11], Wang and Zhang [12], Li et al.[13], Yang and Jiang [14], and the references therein. On
the other hand, fractional equations have attracted manyphysicists and mathematicians due to various applicationsin risk management, image analysis, and statistical mechan-ics (see Droniou and Imbert [15], Bakhoum and Toma [16],Levy and Pinchas [17], Mardani et al. [18], Niculescu et al.[19], Paun [20], and Pinchas [21] for a survey of applica-tions). Stochastic partial differential equations involving afractional Laplacian operator have been studied by manyauthors; see Mueller [22], Wu [23], Liu et al. [24], Wu[25], and the references therein.
Motived above, we investigated the moderate deviationsabout the stochastic fractional heat equation with fractionalnoise as follows:
∂vε
∂tt, x =Dδ,αvε t, x + f vε t, x + εBH dt, dx ,
vε o, x = 0,1
where t ∈ 0, T , x ∈D = 0, 1 , Dδ,α is the fractional Laplacianoperator which is defined in Appendix, and BH dt, dxdenotes a fractional noise which is fractional in time andwhite in space with Hurst parameter H ∈ 1/2, 1 ; thatis, BH is a mean zero Gaussian random field on 0, T ×Dwith covariance.
HindawiComplexityVolume 2018, Article ID 7402764, 17 pageshttps://doi.org/10.1155/2018/7402764
http://orcid.org/0000-0002-4363-6397http://orcid.org/0000-0002-2725-353Xhttps://doi.org/10.1155/2018/7402764
-
Cov BH t, x BH s, y =12
t2H + s2H − t − s 2H x∧y
2
Assume that the coefficients satisfy the following.
Assumption 1. Function f is Lipschitz; that is, there exist anm > 0 satisfying
f y − f x ≤m y − x , ∀x, y ∈D 3
Under the conditions of Assumption 1, (1) possesses aunique solution in the sense of Walsh [26] as follows:
vε t, x =t
0 DGδα t − s, x − z f v
ε s, z dzds
+ εt
0 DGδα t − s, x − z B
H ds, dz4
As the parameter ε→ 0, the solution vε t, x of(1) will tend to v0 t, x which is the solution to the fol-lowing equation:
∂v0
∂tt, x =Dδ,αv0 t, x + f v0 t, x ,
v0 0, x = 05
This paper mainly devotes to investigate the deviations ofvε from the deterministic solution v0, as ε→ 0, that is, theasymptotic behavior of the trajectories.
Vε t, x ≔1εa ε
vε − v0 t, x , t, x ∈ 0, T ×D, 6
where a ε is the same deviation scale that strongly influ-ences the asymptotic behavior of Vε.
If a ε = 1/ ε, we are in the domain of large deviationestimate, which can be proved similarly to Jiang et al. [5].
The case a ε ≡ 1 provides the central limit theorem. Asε↓0, we will prove that vε − v0 / ε converges to a randomfield in this paper.
To fill the gap between scale a ε = 1 and scale a ε =1/ ε, we mainly devote to the moderate deviation whenthe scale satisfies the following:
a ε → +∞, εa ε → 0, ε→ 0 7
This paper is organized as follows. In Section 2, thedefinition of the fractional noise BH ds, dz is given. InSection 3, the main result is given and proved. In Appendix,some results about the Green kernel are given.
2. Fractional Noise
Let H ∈ 1/2, 1 , and BH 0, t × A t,A ∈ 0,T ×B ℝ is acentered Gaussian family of random variables with thecovariance satisfying
E BH t, A BH s, B = A ∩ B RH t, s , 8
with s, t ∈ 0, T , A, B ∈B ℝ and covariance kernel RHt, s = 1/2 t2H + s2H − t − s 2H , where ∣A∣ denotes theLebesgue measure of the set A ∈B ℝ and B ℝ denotesthe class of Borel sets in ℝ.
We denote φ as the set of step functions on 0, T ×ℝ. LetH be the Hilbert space defined as the closure of φ withrespect to the scalar product.
1 0,t ×A, 1 0,s ×BH= E BH t, A BH s, B 9
According to Nualart and Ouknine [27], the mapping1 0,t ×A → BH t, A can be extended to an isometry betweenH and the Gaussian space H1 B
H associated with BH anddenoted by
ϕ↦BH ϕ ≔t
0 Aϕ s, x BH ds, dx 10
Define the linear operator K∗H φ↦L2 0, T by
K∗H ϕ = KH T , s ϕ s, y +T
sϕ r, y − ϕ s, y
∂KH∂r
r, s dr,
11
where KH is defined by
with CH = 2αΓ 3/2 − α /Γ α + 1/2 Γ 2 − 2α 1/2, andone can get
∂KH∂t
t, s = CH12−H t − s H− 3/2
ts
H− 1/213
Moreover, KH satisfies the following:
s∧t
0KH s, r KH t, r dr =
12
t2H + s2H − t − s 2H 14
KH t, s ≔CHs
1/2 −Ht
su − s H− 3/2 1 − s
u
1/2 −Hdu + CH t − s
H− 1/2 , 0 < s ≤ t,
0, otherwise,12
2 Complexity
-
Then, since
K∗H1 0,t ×A s, x = KH t, s 1 0,t ×A s, x , 15
one can get
K∗H ϕ , K∗H ψ L2 0,T ×D = ϕ, ψ ℋ, 16
where ϕ and ψ in φ are any step functions. So theoperator K∗H gives an isometry between the Hilbert spaceℋ and L2 0, T × 0, 1 . Hence, W t, A , t ∈ 0, T ,A ∈ℬ 0, 1 defined by
W t, A = BH K∗H−1 1 0,t ×A 17
is a space-time white noise, and BH has the followingform:
BH t, x =t
0
x
0KH t, s W ds, dy 18
Therefore, the mild formulation of (4) has the followingform:
vε t, x =t
0 DGδα t − s, x − z f v
ε s, z dzds
+ εt
0 DK∗HG
δα t − s, x − z W ds, dz
19
That is, the last term of (4) is equal to
t
0 DGδα t − s, x − z B
H ds, dz
=t
0 DK∗HG
δα t − s, x − z W ds, dz
20
The following embedding proposition is given by Nualartand Ouknine [27].
Lemma 1. Set H > 1/2 , then, we have
L1/H 0, T ×ℝ ⊂ℋ 21
3. Main Results and Their Proof
3.1. Main Results. For any function ϕ defined on 0, T ×D,let
where μ ∈ 0, α + 1 H − 1/α , θ ∈ 0, min 1, α + 1 H − 1 ,and γ ∈ 0, 1 . Let
ϕ γ = ϕ T ,∞ + ϕ T ,γ 23
Let Cγ 0, T ×D be the functions ϕ 0, T ×D whichsatisfy ϕ γ
-
Theorem 1. Let H ∈ 1/2, 1 . Under Assumption1, the lawof the solution to (1) satisfies a deviation principle onCγ D × 0, T with the good rate function:
I φ = inf12
e 2ℰ ; Ze = φ , 30
with the convention inf∅ =∞, where 0 < γ < 1.More precisely, for any Borel measurable subset B of
Cγ 0, T ×D ,
−infφ∈Bo I φ ≤ lim infε→0 ε log P Ze ∈ B
≤ lim supε→0
ε log P Ze ∈ B ≤ −infφ∈BI φ ,31
where Bo and B denote the interior and the closure of B,respectively.
We furthermore suppose that the coefficients satisfy thefollowing.
Assumption 2. f is differentiable, and the derivative f ′ of f isLipschitz. That is to say, there exist positive constant m andm′ which satisfy the following:
f ′ y − f ′ x ≤m′ y − x , ∀x, y ∈D 32
Together with the Lipschitz of f , we conclude that
f ′ x ≤m 33
Now, we give the following central limit theorem.
Theorem 2. Let f and its derivative f ′ satisfy Assumptions 1and 2. Then, for p ≥ 1, ve − v0 / ε converges in Lp to a ran-dom field U on Cγ 0, T ×D with 0 < γ < 1, determined by∂U t, x
∂t=Dδ,αU t, x + f ′ v0 t, x U t, x + BH dt, dx ,
U 0, x = 0,34
for all, t, x ∈ 0, T ×D.
Let the function Ue be the solution to the followingpartial differential equation:
∂Ue t, x∂t
=Dδ,αUe t, x + f ′ v0 t, x Ue t, x + F e t, x ,
Ue 0, x = 035
Under Assumptions 1 and 2, by Theorem 1, one canget U/a ε which satisfies large deviation principles onCγ 0, T ×D with the speed e2 ε and the good ratefunction satisfies the following:
I φinf
12
e 2ℰ, Ue = φ ,
+∞, otherwise36
Now, the second result is given as follows:
Theorem 3. In moderate deviation principle, let H ∈ 1/2, 1 .Under the Assumptions1and2, then, the random field 1/εa ε vε − v0 satisfies a large deviation principle on
the space Cγ 0, T ×D with speed a2 ε and the goodrate function I φ defined by (36), where 0 < γ < 1.
3.2. Convergence of the Solution
Lemma 2. Let H ∈ 1/2, 1 . Under Assumption1, then,there exists a unique solution to (1). Moreover, for anyp ∈ 1,∞ , T > 0,
supε≥1
supt,x ∈ 0,T ×D
E vε t, x p
-
Set
Nε1 t, x =t
0 DGδα t − s, x − z f v
ε s, z − f v0 s, z dzds,
Nε2 t, x =t
0 DGδα t − s, x − z B
H dsdz
41Together with Hölder’s inequality, the Lipschitz condi-
tion (C) and (5) of Lemma A.1, for 1/α < q < α, we have
E Nε1 T ,∞p ≤mp sup
t,x ∈ 0,T ×DGδα t − s, x − z
qdzds
p/q
× ET
0vε − v0
T ,∞
pdt
≤ C p,m, T ET
0vε − v0
T ,∞
pdt,
42where 1/p + 1/q = 1.
For any 0 ≤ t ≤ T , x, z ∈D, p > 2, by (21) and (A.9),there exist θ ∈ 0, min 1, α + 1 H − 1 which satisfiesthe following:
E Nε2 t, x −Nε2 t, x′
p
= Et
0 DGδα t − s, x − z − G
δα t − s, x′ − z BH dsdz
p
≤t
0 DK∗H G
δα t − s, x − z − G
δα t − s, x′ − z
2dsdz
p/2
≤t
0 DGδα t − s, x − z −G
δα t − s, x′ − z
1/Hdsdz
Hp
≤m x − x′ pθ
43
Similarly,
By (21), (A.10), and (A.11), for μ ∈ 0, α + 1 H − 1 /α , onecan get
t
t DK∗H G
δα t − s, x − z
2dsdz
p/2
≤ CHt
t DGδα t − s, x − z
1/Hdsdz
Hp
≤ CH t − t′p α+1 H−1 /α
45
and
t
0 DK∗H G
δα t − s, x − z − G
δα t′ − s, x − z
2dsdz
p/2
≤ CHt
t DK∗H G
δα t − s, x − z −G
δα t′ − s, x − z
1/Hdsdz
Hp
≤ CH t − t′pμ
46
Together with (43), (44), (45), and (46), one can get forany p ≥ 2 and t′, x′ , t, x ∈ 0, T ×D, there exists aconstant β > 0 such that
E Nε2 t, x −Nε2 t, x′
p≤ C p,m,H, T x − x′ θ + t − t′ μ
pβ,
47
where C p,m,H, T is independent of ε. For p > 2/β, byGarsis-Rodemich-Rumser’s Lemma, there exist a constantC and a random variable Mp,ε ω satisfying
Nε2 t, x −Nε2 t, x′
p
≤mp,ε ω x − x′θ + t − t′ μ
pβ−2
⋅ logc
x − x θ + t − t μ
248
E Nε2 t, x −Nε2 t′, x
p= E
t
0 DGδα t − s, x − z − G
δα t′ − s, x − z BH dsdz
p
≤t
0 DK∗H G
δα t − s, x − z −G
δα t′ − s, x − z
2dsdz
p/2
≤ C p,m, Tt
t DK∗H G
δα t − s, x − z
2dsdz
p/2
+ C p,m, Tt
0 DK∗H G
δα t − s, x − z −G
δα t − s, x − z
2dsdz
p/2
44
5Complexity
-
and
supε∈ 0,1
E mp,ε 0 and ϵ0 > 0satisfying I1 ≤ a and ϵ ≤ ϵ0 for all h ∈ E1, and
P d1 Xϵ1 ≤ ρ, d2 x
ϵ2, K e ≥ δ ≤ exp −
Rϵ2
52
Then, Xϵ2, ϵ > 0 satisfies a LDP with the rate functions
I h = inf I1 e : K e = h 53
To prove Theorem 1, one only needs to prove
(i) Under some topology, Z e : e e E ≤ a →C 0, T , Lp D is continuous for any a > 0.
(ii) In Freidin-Wentzell inequality, for any R > 0, η > 0,and e ∈E, there exist a δ > 0 satisfying
Theorem 4. When the level set e E ≤ a is endowed withthe topology of uniform convergence on 0, T ×D ,
Z e : e eE≤ a → C 0, T , Lp D 55
is the continuous map for any a ∈ 0, +∞ .
Proof. One only needs to prove that for fixed a > 0, e, h ∈∥e∥E ≤ a ,
supt∈ 0,T ℝ
Z e t, x − Z h t, x 2dx ≤ C e − h ℰ 56
Note that
Using (A.5) in Appendix with p = q = 2, then ρ = 1, onecan get
limϵ→0
sup ϵ2logP ϵW − e ∞ < δ, supt∈ 0,T
uϵ t, · − Z e t, · ∥2 ≥ ρ ≤ −R 54
Z e t, x − Z h t, x =t
0 ℝGδα t − s, x − z f s, z, Z e s, z − f s, z, Z h s, z dzds
+t
0 ℝK∗HG
δα t − s, x − z e s, z dzds≔ I t, x + II t, x
57
I t, x 22 ≤ Ct
0t − s − 1/α + 1/αρ f s, z, Z e s, z − f s, z, Z h s, z 2ds ≤ C sup
0≤s≤tZ e s, ⋅ − Z h s, ⋅ 2 58
6 Complexity
-
Now, we deal with II t, x , together with
Recalling K∗H is defined by (11), one can get
K∗Hϕ s, x ≤ maxw∈ s,T ϕ w, x KH T , s ,
M t =ℝ
t
0 ℝK∗HG
δα t − s, x − z
2dzdsdx
≤ℝ
t
0 ℝmaxw∈ s,t
Gδα t − s, x − z2K2H t, s dzdxds
≤ Ct
0t − s − 1/α t − s 2H−1ds 0, we define
W t, x =W t, x −e x, tϵ 62
and
dpdp
= exp1ϵ
T
0 ℝe t, x W dt, dx −
12ϵ2
T
0 ℝe2 t, x dxdt ≔ ZT
63
Using Girsanov’s theorem, the process W is a Browniansheet under P. Suppose vε t, x is a solution of (1) underp. Then,
vϵ t, x =ℝGδα t, x − z v0 z dz
+t
0 ℝGδα t − s, x − z f t, x, v
ε s, z dzds
+t
0 ℝK∗HG
δα t − s, x − z e s, z dzds
+ ϵt
0 ℝK∗HG
δα t − s, x − z W ds, dz
64
Now, one can prove (36). Note that, under p, then,
So under p, by Gronwall’s Lemma, one can get
II t, x 22 =ℝ
t
0 ℝK∗HG
δα t − s, x − z e s, z − h s, z dzds
2dx
≤ Cℝ
t
0 ℝK∗HG
δα t − s, x − z
2dzdsdx × e − h 2E ≔ CM t × e − h
2ℰ
59
uϵ t, · − Z e t, · 2 =t
0 ℝGδα t − s, · − z f t, x, u
ε s, z − f t, x, Z e s, z dzds2
+ ϵt
0 ℝK∗HG
δα t − s, · − y W ds, dz
2
≤t
0 ℝuε s, · − Z e s, · 2dzds + ϵ
t
0 ℝK∗HG
δα t − s, · − z W ds, dz
2
65
supt∈ 0,T
uε s, · − Z h s, · 2 ≤ C supt∈ 0,T
ϵt
0 ℝK∗HG
δα t − s, x − z W ds, dz
266
7Complexity
-
Now, one can change (34) the proof to the followingtheorem.
Theorem 5. Suppose e ∈E and e ∈E ≤ a. For each R > 0,η > 0, and e ∈E, there exists a constant δ > 0 satisfying
In the following, we give a key Lemma to prove Theorem1, which is similar to Candon-Weber [2], and the proof isomitted.
Lemma 3. Suppose F 0, T ×D 2 →ℝ, CF > 0 and β0 > 0satisfying
T
0 DF t, x, v, z − F s, y, v, z 2dudz ≤ CF t − s
μ + x − y θβ0,
68
for any s, z and t, x ∈ 0, T ×D. Suppose N Ω ×0, T × 0, 1 →ℝ which is an almost surely continuous,F t-adapted process satisfying sup N t, x : t, x ∈ 0, T ×D ≤ ρ, a, s, and for t, x ∈ 0, T ×D, suppose
F t, x =T
0 DF t, x, v, z N v, z W dvdz 69
Then, for any 0 < β < β0/2 , there exist a positive constantC, Ç(β, β0), and C β, β0 such that for allM ≥ ρC
1/2F Ç(β, β0)
C β, β0 ,
P F t,β ≥M ≤ C exp −M2
ρ2CzCβ, β0 C2 β, β0
70
Proof of Theorem 5. Suppose
F t, x, v, z = ϵK∗HGδα t − v, x − z 71
Then, there exists β0 > 0 satisfying
If R ≤ ρ2/2CF C2 V and ρ ≤ K v C v CF , by Lemma2, we can get
P supt∈ 0,T
ϵt
0 ℝK∗HG
δα t − s, x − z W ds, dz
2≥ ρ
≤ 2 T2π2 + 1 exp −Rϵ2
73
The proof of Theorem 3 is completed.
In the following, we first give Garsis-Rodemich-Rumser’sLemma in Bally et al. [29].
Lemma 4. Assume p > 1 and Uε t, x : t, x ∈ 0, T ×Dare a family of real-valued stochastic processes. Suppose thefollowing is true.
Assumption 3. One has
limε→0
E Uε t, x p = 0 74
as t, x ∈ 0, T ×D.
limϵ→0
sup ϵ2 log P supt∈ 0,T
ϵt
0 ℝK∗HG
δα t − s, x − z W ds, dz
2≥ ρ, ϵW ∞ < δ ≤ −R 67
t
0 DK∗H G
δα t − v, x − z −G
δα s − v, y − z
2dvdz
≤ Ct
0 ℝK∗H G
δα t − v, x − z − G
δα s − v, x − z
2dvdz +
t
0 ℝK∗H G
δα s − v, x − z − G
δα s − v, y − z
2dvds
≤ Ct
o ℝGδα t − v, x − z −G
δα s − v, x − z
1/Hdvds
2H+
t
0 ℝGδα s − v, x − z −G
δα s − v, y − z
1/Hdvdz
2H
≤ C t − s μ + x − z θ β0
72
8 Complexity
-
Assumption 4. For any t, x , s, z ∈ 0, T ×D, there existsν > 0 satisfying
E U ε t, x −U ε s, z p ≤ C t − s + x − z 2 γ 75
Then, for any r ∈ 1, p , γ ∈ 0, β/p ,
limε→0
E Uε γr= 0 76
Now we can prove Theorem 2.
Proof of Theorem 2. Set Uε = vε − v0 / ε. We will prove that
limε→0
E U ε −U γr= 0 77
To this end, we need to prove that Assumptions 3 and 4are satisfied for Wε =U ε −U . Note that
Uε t, x −U t, x
=t
0 DGδα t − s, x − z
⋅f vε s, z − f v0 s, z
ε− f ′ v0 s, z U s, z dsdz
≕ IIIε t, x + IVε t, x78
where
IIIε t, x
=t
0 DGδα t − s, x − z
⋅f vε s, z − f v0 s, z
ε− f ′ v0 s, z U ε s, z dsdz
79
and
IVε t, x =t
0 DGδα t − s, x − z f ′ v0 s, z Uε s, z −U s, z dsdz
80
Using Taylor’s formula, there exists a ξε t, x such that
f vε t, x − f v0 t, x = f ′ v0 t, x + ξε t, x vε t, x − v0 t, x× vε t, x − v0 t, x
81
Note that f ′ is Lipschitz continuous and ξε t, x ∈ 0, 1 ;one can get
f ′ v0 t, x + ξε t, x vε t, x − v0 t, x × vε t, x − v0 t, x≤m′ξε t, x vε t, x − v0 t, x ≤m′ vε t, x − v0 t, x
82
So
IIIε t, x ≤m′t
0 DGδα t − s, x − z v
ε t, x − v0 t, x Uε s, z dsdz
= εm′t
0 DGδα t − s, x − z U
ε s, z 2dsdz
83
Using Hölder’s inequality, for p < 2 and 1/α < q < α, onecan get
E IIIε t∞p ≤ εp/2m′p sup
t,x ∈ 0,T ×D
t
0 DGδα t − s, x − z
qdsdz
p/q
×t
0E Uε s∞
2pds,
84
where 1/p + 1/q = 1. Together with (5) of Lemma A.1 andProposition 1, there exists a constant C p,m,m′, T onlydepending on p,m,m′, T satisfying
E IIIε t∞p ≤ εp/2C p,M,M , T 85
Since f ′ ≤M, for p > 2, together with Hölder’sinequality and (5) of Lemma A.1, we can get
E IVε t∞p ≤Mp sup
t,x ∈ 0,T ×D
t
0 DGδα t − s, x − z
qdsdz
p/q
× Et
0Uε −U s∞
pds,
86
where 1/p + 1/q = 1. Together with (52), (56), and (57),we can get
E U ε −U t∞p ≤ C p,m,m , T εp/2 + E
t
0U ε −U s∞
pds
87
Using Gronwall’s inequality, one can get
E Uε −U t∞p ≤ εp/2C p,m,m , T → 0, ε→ 0, 88
which implies Assumption 3 in Lemma 4.
9Complexity
-
Now we prove Assumption 4 in Lemma 4. We willprove IIIε and IVε satisfy Assumption 4 in Lemma 4.Using Hölder’s inequality and (A.9), one can get
where θ′ ∈ 0, min 1, α + 1 /q − 1 and 1/p + 1/q = 1.Similarly,
where μ ∈ 0, α + 1/q − 1 /α . Together with (89) and (90),we can get
E IIIε t, x − IIIε s, z p ≤ C t − s + x − z 2 β 91
Similarly, one can get
E IVε t, x − IVε s, z p ≤ C t − s + x − z 2 β 92
Together with (91) and (92), we can get
E Uε t, x −U t, x − Uε s, z −U s, z p
≤ C t − s + x − z 2 β93
Then, for any p > 2 and q ∈ 1, α such that γ ∈ 0, β/pand r ∈ 1, p , using Lemma 4,
limε→0
E V ε γr= 0 94
The proof of Theorem 2 is completed.
Proof of Theorem 3. By Theorem 1, U/a ε obeys largedeviation principles on Cγ 0, T ×D , with the rate functionI given by (30) and the speed function h2 ε . Using Demboand Zeitouni ([30] Theorem 4.2.13), to prove the largedeviation principles of Uε/a ε is e2 ε -exponentially equiva-lent to U/a ε , that is,
lim supε→0
e−2 ε log PU ε −U μ′,θ′
a ε> δ = −∞ 95
holds for any δ > 0.Since
U ε −U γ ≤ C T , µ′, θ′ Uε −U T ,γ 96
To prove (67), we only need to prove
lim supε→0
e−2 ε log PU ε −U t, μ′, θ′
a ε> δ = −∞ 97
Note the decomposition
Uε t, x −U t, x = IIIε t, x + IVε t, x 98
E IIIε t, x − IIIε t, xp≤ E εm
t
0 DGδα t − s, x − z − G
δα t − s, x − z U
ε s, z 2dsdzp
≤ εp/2M pt
0 DGδα t − s, x − z −G
δα t − s, x ‐z
qdsdz
p/q×
t
0 DE Yε s, z s∞
2pdsdz1/p
≤ εp/2C p,m,m , T x − xpθ,
89
E IVε t, x − IVε t , xp≤ E εm
t
0 DGδα t − s, x − z −G
δα t ‐s, x‐z U ε s, z 2dsdz
p
≤ εp/2C p,m, Tt
0 DGδα t − s, x − z −G
δα t ‐s, x‐z U ε s, z 2dsdz
p
≤ εp/2C p,m, Tt
t DGδα t − s, x − z − G
δα t ‐s, x‐z U ε s, z 2dsdz
p
+ εp/2C p,m, Tt
0 DGδα t − s, x − z U
ε s, z2
dsdz p ≤ C p,m,m , T t − tpμ,
90
10 Complexity
-
For any q ∈ 1, α , x, x′ ∈ 0, 1 , 1/p + 1/q = 1, and0 ≤ s ≤ t ≤ T , by Hölder’s inequality, (32), and (A.9), wecan get
where θ′ ∈ 0, min 1, α + 1 /q − 1 . Similarly,
where μ′ ∈ 0, α + 1 /q − 1/α . Together with (99) and (100),we can get
E IVε t, x − IVε s, z p ≤ C t − s µ′ + x − z θ′ 101
Note that U ε −U s,∞ ≤ C s, µ′, θ′ Uε −U s,γ, we have
IVε t, x t,γ ≤ C C s, μ′, θ′ U ε −U s,γpds 102
Thus, for t ∈ 0, T , we have
Uε −U t,γp≤ C p,m, T IIIε t,γ +
t
0Uε −U s,γ
pds
103
Applying Gronwall’s Lemma to f t = Uε −U t,γp,
we have
U ε −U T ,γp≤ C p, T ,m IIIε T ,γ
p104
By (64) to prove (67), we only need to prove that for anyδ > 0,
lim supε→0
e−2 ε log PIε T,γa ε
≥ δ = −∞ 105
Note that
IIIε t, x =t
0 DGδα t − s, x − z A
ε s, z dsdz, 106
where
Aε s, z =f vε s, z − f v0 s, z
ε− f ′ v0 s, z U ε s, z
107
By the same method in the proof of (59), we have
IIIε T ,γ ≤ C T, µ′, θ′ Aε T ,∞ 108
IVε t, x − IVε t, x′ ≤m′t
0 DGδα t − s, x − z −G
δα t − s, x′ − z Uε s, z −U s, z dsdz
≤m′t
0 DGδα t − s, x − z −G
δα t − s, x′ − z
qdsdz
1/q×
t
0 DUε s, z −U s, z pdsdz
1/p
≤M′ x − x′ θ ×t
0U ε −U u∞
p1/p
99
IVε t, x − IVε t′, x ≤m′t
0 DGδα t − s, x − z − G
δα t ‐s, x‐z U ε s, z −U s, z dsdz
≤m′t
0 DGδα t − s, x − z −G
δα t − s, x − z
qdsdz
1/q×
t
0 DUε s, z −U s, z pdsdz
1/p
+m′t
t DGδα t − s, x − z
q
dsdz1/q
×t
t DU ε s, z −U s, z pdsdz
1/p
≤m′ t − t′ μ′ ×t
0Uε −U u∞
p1/p
100
11Complexity
-
Similar to the proof of (53), we have
Aε T ,∞ ≤m′vε − v0
T ,∞
2
ε109
Together with (40) and (A.11), for any t ∈ 0, T , we canget that
vε − v0t,∞
≤ supt,x ∈ 0 T ×D
l
0 DGδα l − s, x − z m v
ε s, z − v0 s, z dsdz
supt,x ∈ 0,T ×D
εl
0 DGδα t − s, x − z B
H dsdz
≤ C m, Tt
0vε − v0
s,∞ds + IIVεt,∞,
110
where
IIVε t, x = ε1
0 DGδα t − s, x − z B
H dsdz
= ε1
0 DK∗HG
δα t − s, x − z W dsdz
111
By Gronwall’s Lemma, one can get
vε − v0T ,∞ ≤ C M, T IIV
εT,∞ ≤ C M, T IIV
ε γ 112
Applying Lemma 4 with
F t, x, s, z = K∗HG t − s, x − z 1s≤t , β0 =12, CF = C,
ρ = εM 1 + v0T ,∞ + θ ,N t, x = ε1 vε T ,∞< v0 T,∞+θ ,
113
for any fixed θ > 0, one can get that for any β,G ≥ εK 1 +v0∣T ,∞ + θ C1/2F Ç β, β0 C β, β0 ,
P IIVε∣β,β ≥M, vε T ,∞ < v0
T,∞ + θ
≤ L exp −G2
εM2CC2 β, β0 1 + v0∣T ,∞ + θ2
114
We can get
lim supε→0
e−2 ε log P vε∣T ,∞ ≥ v0 T ,∞ + θ
≤ lim supε→0
e−2 ε log P vε − v0∣T ,∞ ≥ θ = −∞
115
Together with (73), (78), (82), (83), and (85), we have
This completes the proof.
Appendix
Green Function
The nonlocal factional differential operator Dδ,α isdefined by
ℱ Dδ,αϕ ξ = − ξ α exp −iδπ
2sgn ξ ℱ ϕ ξ , A 1
where α is called the index of stability and δ improperlyreferred to as the skewness which satisfy δ ≤min α − α 2,2 + α 2 − α and δ = 0 when δ ∈ 2ℕ + 1.
The operatorDδ,α is a closed, densely defined operator onL2 ℝ , and it is the infinitesimal generator of a semigroupwhich is in general not symmetric and not a contraction. Thisoperator is a generalization of various well-known operators,such as the Laplacian operator (when α = 2), the inverse ofthe generalized Riesz-Feller potential (when α > 2), and the
lim supε→0
e−2 ε log PIII T,μ ,θa ε
> δ
≤ lim supε→0
e−2 ε log P III T,μ ,θ2>
εa ε δC β, T, m
≤ lim supε→0
e−2 ε log P III T, μ , θ2>
εa ε δC β, T, m
, vε T,∞ < v0
T,∞ + θ + P vεT ,∞ ≥ v
0T ,∞ + θ
≤ lim supε→0
−δεa ε C β, T ,m m2CC2 β, β0 1 + v0∣T ,∞ + θ
2 ∨ lim supε→0
e−2 ε log P vε∣T ,∞ ≥ v0 T ,∞ + θ = −∞
116
12 Complexity
-
Riemann-Liouville differential operator (when δ = 2 + α 2or δ = α − α ). It is self-adjoint only when δ = 0, and in thiscase, it coincides with the fractional power of the Laplacian.We refer the readers to Debbi and Dozzi [31] for more detailsabout this operator.
According to Komatsu [32], Dδ,α can be represented for1 < α < 2, by
Dδ,αφ x
=1
0
φ x + y − φ x − yφ′ xy 1+α
κδ−1 −∞,0 y + κδ+1 −0,+∞ y dy,
A 2
and for 0 < α < 1, by
Dδ,αφ x =1
0
φ x + y − φ xy 1+α
κδ−1 −∞,0 y + κδ+1 −0,+∞ y dy,
A 3
where κδ− are κδ+ two nonnegative constants satisfying κ
δ− +
κδ+ > 0, φ is a smooth function for which the integral exists,and φ′ is its derivative. This representation identifies it asthe infinitesimal generator for a nonsymmetric α-stableLévy process.
Suppose Gδα t, x is the fundamental solution to thefollowing equation:
∂v∂t
t, x =Dδ,α t, x ,
v 0, x = δ0 x , t > 0, x ∈ℝ,A 4
where δ0 · is the Dirac distribution. Using Fourier trans-form, one can get Gδα t, x which is given by
Gδα t, x =12π D
exp −izx − t z α exp −iδπ
2sgn z dz
A 5
Let us list some known facts on Gδα t, x which will be usedlater on (see, e.g., Debbi and Dozzi [31]).
Lemma A.1. Suppose α ∈ 0,∞ / ℕ , one can get thefollowing:
(1) Gδα t, · is not symmetric with respect to x.
(2) For any x ∈ℝ and s, t ∈ 0,∞ ,
∂n
∂xnGδα t, x = s
− n+t /α Gδα s−1t, s− 1/α x A 6
or equivalently
∂n
∂xnGδα t, x = t
− n+t /α Gδα 1, t− 1/α x A 7
(3) For any s, t ∈ 0,∞ , Gδα s, ⋅ ∗Gδα t, ⋅ =Gδα s + t, ⋅
(4) For n ≥ 1, there exist constants C and Cn > 0satisfying
Gδα 1, x ≤ C1
1 + x 1+α,
∂n
∂xnGδα 1, x ≤ Cn
x α+n−1
1 + x α+n 2
A 8
(5) T0 D Gδα t, x
λdtdx 0 is a constant.
Proof. For any x, y ∈ℝ and t ∈ 0, T ,
t
0 ℝGδα t − v, x −w − G
δα t − v, y −w
1/Hdwdv
H
= Gδα t − ∗, x − ⋅ −Gδα t − ∗, y − ⋅
L1/H 0,T ×ℝ
= Gδα t − ∗, x − ⋅ −Gδα t − ∗, y − ⋅
θ
⋅ Gδα t − ∗, x − ⋅ − Gδα t − ∗, y − ⋅
1−θ
L1/H 0,T ×ℝ
≤ Gδα t − ∗, x − ⋅ −Gδα t − ∗, y − ⋅
θ
⋅ Gδα t − ∗, x − ⋅1−θ
L1/H 0,T ×ℝ
+ Gδα t − ∗, x − ⋅ −Gδα t − ∗, y − ⋅
θ
⋅ Gδα t − ∗, y − ⋅1−θ
L1/H 0,T ×ℝ≔ I1 + I2
A 12
13Complexity
-
By the mean-value theorem, for θ ∈ 0, 1 , one canget that
and
ℝ
∂∂x
Gδα t − u, η −wθ/H
Gδα t − u, x −w1−θ /H
dw
= t − u 1/α − 1+θ /αHℝ
∂∂x
Gδα 1, η −wθ/H
Gδα 1,w1−θ /H
dw
≤ CH,θ t − u1/α − 1+θ /αH
A 14
Therefore, if 1/α − 1 + θ /αH + 1 > 0, that is, θ <α + 1 H − 1, then,
I1 ≤ CT ,θ,H x −wθ A 15
Similarly, we can check
I2 ≤ CT ,θ,H x −wθ A 16
Hence, the inequality (A.9) holds. As for the inequality(A.10), for any x ∈ℝ and t, s ∈ 0, T ,
t
0 ℝGδα t − v, x −w − G
δα s − v, x −w
1/Hdzdv
H
= Gδα t − ∗, x − ⋅ −Gδα s − ∗, x − ⋅
L1/H 0,T ×ℝ
= Gδα t − ∗, x − ⋅ − Gδα s − ∗, x − ⋅
μ
⋅ Gδα t − ∗, x − ⋅ −Gδα s − ∗, x − ⋅
1−μ
L1/H 0,T ×ℝ
≤ Gδα t − ∗, x − ⋅ −Gδα s − ∗, x − ⋅
μ
⋅ Gδα s − ∗, x − ⋅1−μ
L1/H 0,T ×ℝ
+ Gδα t − ∗, x − ⋅ −Gδα s − ∗, x − ⋅
μ
⋅ Gδα s − ∗, x − ⋅1−μ
L1/H 0,T ×ℝ≔ II1 + II2
A 17
By mean-value theorem, it holds that
Note that
Gδα t, y = t−1/αGδα 1, t
− 1/α y A 19
Hence, one can attain
∂∂t
Gδα t, y = −1α
t− 1− 1/α Gδα 1, t− 1/α y
+ −1α
t− 1−2 1/α y∂∂z
Gδα 1,w w=t− 1/α y
A 20
So
I1 = x − y θ∂∂x
Gδα t − ∗, η − ⋅θ
⋅ Gδα t − ∗, x − ⋅1−θ
L1/H 0,T ×ℝ
= x − y θ/H∂
0 ℝ
∂∂x
Gδα t − u, η −wθ/H
Gδα t − v, x −w1−θ /H
dwdu
HA 13
II1 = t − s μ∂∂t
Gδα ρ − ∗, x − ⋅μ
⋅ Gδα t − ∗, x − ⋅1−μ
∥L1/H 0,T ×ℝ
=T
0 ℝt − s ∣ μ/H
∂∂t
Gδα ρ − r, x −wμ/H
Gδα t − r, x −w1−μ /H
dwdu
H A 18
14 Complexity
-
Therefore, if − αμ + 1 /Hα + 1/α + 1 > 0 i.e. μ <α + 1 H − 1 /α, then, for μ ∈ 0, a + 1 H − 1 /α ,
II1 ≤ Cα,H,T,µ t − s µ A 22
Similarly,
II2 ≤ Cα,H,T,µ t − s µ A 23
So (A.10) holds. Now let us prove that (A.11) holds. Forany x ∈ℝ and s, t ∈ 0, T ,
t
s ℝGδα t − v, x −w
1/Hdwdu
H
≤t
st − u − 1/αH + 1/α
ℝGδα 1, z
1/Hdw dv
H
≤ CH t − sa+1 H−1 /α
A 24
The proof of the lemma is completed.
Lemma A.3. Suppose p ∈ 1,∞ , q ∈ 1, p , and ρ ∈ 1,∞satisfying
1ρ=1p−1q+ 1 ∈ 0, 1 A 25
Suppose Gδα = Gδα t, x − z is the Green kernel, Q = ∂/∂zGδα orQ = Gδα with t, x, z ∈ 0, T ×ℝ ×ℝ. We define I by
I u t, x =t
0 ℝQ t − s, x − z u s, z dsds, A 26
with u ∈ L1 0, T ; Lq . Then, I L1 0, T ; Lq →L∞ 0, T ; Lq is a bounded linear operator which satisfiesthe following:
(1) When Q = ∂/∂y Gδα, then, for all r ∈ 1, 1 + α/2 ,
I u t, ⋅ p
≤ Ct
0t − s − 2/α + 1/αr u x, ⋅ qds, ∀t ∈ 0, T
A 27
(2) When Q = Gδα, then, for all ρ ∈ 1, 1 + α ,
I u t, ⋅ p
≤ Ct
0t − s − 1/α + 1/αr u x, ⋅ qds, ∀t ∈ 0, T
A 28
Proof. Together withMinkowski’s inequality, Young inequal-ity and (4) of Lemma A.1. We can get
I u t, ⋅ p =t
0 ℝ
∂∂z
Gδα t − s, ⋅ − z v s, z dzdsp
≤t
0 ℝ
∂∂z
Gδα t − s, ⋅ − z u s, z dzp
ds
≤ Ct
0t − s − 2/a
ℝ
∂∂z
Gδα 1, t − s− 1/a ⋅ −z u s, z dz
p
ds
≤ Ct
0t − s − 2/a
∂∂z
Gδα 1, t − s− 1/a ⋅ ∗ u s, ⋅ ⋅
p
ds
≤ Ct
0t − s − 2/a
∂∂y
Gδα 1, t − s− 1/a ⋅
p
⋅ u s, ⋅ qds
≤ Ct
0t − s − 2/a + 1/αρ u s, ⋅ qds,
A 29
ℝ
∂∂t
Gδα ρ − r, x −wμ/H
Gδα t − r, x −w1−μ /H
dw
≤ Cα,Hℝt − r −1− 1/α μ/H − 1/α 1−u /H Gδα 1, ρ − u
− 1/α x −wμ/H
⋅ Gδα 1, t − u− 1/α x −w
1−μ /Hdw
+ Cα,Hℝt − r −1− 2/α μ/H − 1/α 1−u /H x −w μ/H
∂∂w
Gδα 1,w ∣w= ρ−r − 1/α x−wμ/H
⋅ Gδα 1, t − u− 1/α x −w
1−μ /Hdw
≤ Cα,H t − u− αμ+1 /Hα + 1/α + Cα,H t − u
− αμ+μ+1 /Hα + 1/α
A 21
15Complexity
-
where one has used the result that, for ρ ∈ 1, 1 + α /2 ,
Gδα 1, t − s− 1/α
ρ=
ℝ
∂∂z
Gδα 1, t − s− 1/α z
ρdz
1/p
≤ t − s 1/αρℝ
∂∂y
Gδα 1, yρdy
1/p
≤ C t − s 1/αρ
A 30
The proof of (2) is omitted since it is similar to case (1).The proof of this lemma is completed.
Data Availability
No data were used to support this study.
Conflicts of Interest
The authors declare that there is no conflict of interestregarding the publication of this article.
Acknowledgments
Xichao Sun is partially supported by the Natural ScienceFoundation of Anhui Province (1808085MA02) and the Nat-ural Science Foundation of Bengbu University (2017GJPY04,2016KYTD02, 2017jxtd2, and 2017ZR08). Ming Li is par-tially supported by National Natural Science Foundation ofChina under the project Grant nos. 61672238, 61272402,and 61070214.
References
[1] M. I. Freidlin and A. D. Wentzell, Random Perturbationsof Dynamical Systems, Springer-Verlag, New York, NY,USA, 1984.
[2] C. Cardon-Weber, “Large deviations for a Burgers’-typeSPDE,” Stochastic Processes and their Applications, vol. 84,no. 1, pp. 53–70, 1999.
[3] D. Marquez-Carreras and M. Sarra, “Large deviation principlefor a stochastic heat equation with spatially correlated noise,”Electronic Journal of Probability, vol. 8, no. 12, 2003.
[4] T. El Mellali andM. Mellouk, “Large deviations for a fractionalstochastic heat equation in spatial dimension ℝd driven by aspatially correlated noise,” Stochastics and Dynamics, vol. 16,no. 1, article 1650001, 2016.
[5] Y. M. Jiang, K. H. Shi, and Y. J. Wang, “Large deviationprinciple for the fourth-order stochastic heat equations withfractional noises,” Acta Mathematica Sinica, English Series,vol. 26, no. 1, pp. 89–106, 2010.
[6] A. Budhiraja, P. Dupuis, and M. Fischer, “Large deviationproperties of weakly interacting processes via weak conver-gence methods,” The Annals of Probability, vol. 40, no. 1,pp. 74–102, 2012.
[7] A. Budhiraja, W. T. Fan, and R. Wu, “Large deviations forBrownian particle systems with killing,” Journal of TheoreticalProbability, vol. 6, pp. 1–40, 2016.
[8] W. Liming, “Moderate deviations of dependent randomvariables related to CLT,” The Annals of Probability, vol. 23,no. 1, pp. 420–445, 1995.
[9] A. Guillin and R. Liptser, “Examples of moderate deviationprinciple for diffusion processes,” Discrete and ContinuousDynamical Systems - Series B, vol. 6, no. 4, pp. 803–828, 2006.
[10] C. Cattani and A. Ciancio, “On the fractal distribution ofprimes and prime-indexed primes by the binary image anal-ysis,” Physica A: Statistical Mechanics and its Applications,vol. 460, pp. 222–229, 2016.
[11] A. Budhiraja, P. Dupuis, and A. Ganguly, “Moderate deviationprinciples for stochastic differential equations with jumps,”The Annals of Probability, vol. 44, no. 3, pp. 1723–1775, 2016.
[12] R. Wang and T. Zhang, “Moderate deviations for stochasticreaction-diffusion equations with multiplicative noise,” Poten-tial Analysis, vol. 42, no. 1, pp. 99–113, 2015.
[13] Y. Li, R. Wang, and S. Zhang, “Moderate deviations for astochastic heat equation with spatially correlated noise,” ActaApplicandae Mathematicae, vol. 139, no. 1, pp. 59–80, 2015.
[14] J. Yang and Y. Jiang, “Moderate deviations for fourth-orderstochastic heat equations with fractional noises,” Stochasticsand Dynamics, vol. 16, no. 6, article 1650022, 2016.
[15] J. Droniou and C. Imbert, “Fractal first-order partial differen-tial equations,” Archive for Rational Mechanics and Analysis,vol. 182, no. 2, pp. 299–331, 2006.
[16] E. G. Bakhoum and C. Toma, “Alternating coordinate-momentum representation for quantum states based on boppoperators for modelling long-distance coherence aspects,”Mathematical Problems in Engineering, vol. 2015, Article ID818019, 7 pages, 2015.
[17] C. Levy and M. Pinchas, “Maximum likelihood estimation ofclock skew in IEEE 1588 with fractional Gaussian noise,”Mathematical Problems in Engineering, vol. 2015, Article ID174289, 24 pages, 2015.
[18] A. Mardani, M. R. Hooshmandasl, M. H. Heydari, andC. Cattani, “A meshless method for solving the time fractionaladvection–diffusion equation with variable coefficients,” Com-puters & Mathematics with Applications, vol. 75, no. 1,pp. 122–133, 2018.
[19] O. Niculescu, D. G. Dimitriu, V. P. Paun, P. D. Matasaru,D. Scurtu, and M. Agop, “Experimental and theoretical inves-tigations of a plasma fireball dynamics,” Physics of Plasmas,vol. 17, no. 4, article 042305, 2010.
[20] V. Paun, “Fractal surface analysis of Zircaloy-4 SEM micro-graphs using the time-series method,” Central EuropeanJournal of Physics, vol. 7, no. 2, 2009.
[21] M. Pinchas, “Symbol error rate for nonblind adaptiveequalizers applicable for the SIMO and FGn case,”Mathemat-ical Problems in Engineering, vol. 2014, Article ID 606843,11 pages, 2014.
[22] C. Mueller, “The heat equation with Lévy noise,” StochasticProcesses and their Applications, vol. 74, no. 1, pp. 67–82, 1998.
[23] J. Wu, “Fractal Burgers equation with stable Lévy noise,”in International Conference SPDE and Applications-VII,pp. 4–10, 2004.
[24] J. Liu, L. Yan, and Y. Cang, “On a jump-type stochastic frac-tional partial differential equation with fractional noises,”Nonlinear Analysis: Theory, Methods & Applications, vol. 75,no. 16, pp. 6060–6070, 2012.
[25] D. Wu, “On the solution process for a stochastic fractionalpartial differential equation driven by space–time white noise,”
16 Complexity
-
Statistics & Probability Letters, vol. 81, no. 8, pp. 1161–1172, 2011.
[26] J. B. Walsh, “An introduction to stochastic partial differentialequations,” in École d'Été de Probabilités de Saint FlourXIV – 1984, vol. 1180 of Lecture Notes in Mathematics,pp. 265–439, Springer, Berlin, Heidelberg, 1986.
[27] D. Nualart and Y. Ouknine, “Regularization of quasilinear heatequations by a fractional noise,” Stochastics and Dynamics,vol. 4, no. 2, pp. 201–221, 2004.
[28] H. Doss and P. Priouret, “Petites perturbations de systemesdynamiques avec reflexion,” in Séminaire de Probabilités XVII1981/82, vol. 986 of Lecture Notes in Mathematics, pp. 353–370, Springer, Berlin, Heidelberg, 1983.
[29] V. Bally, A. Millet, and M. Sanz-Sole, “Approximation andsupport theorem in Holder norm for parabolic stochasticpartial differential equations,” The Annals of Probability,vol. 23, no. 1, pp. 178–222, 1995.
[30] A. Dembo and O. Zeitouni, Large Deviations Techniques andApplications, Springer-Verlag, Second edition, 1998.
[31] L. Debbi and M. Dozzi, “On the solutions of nonlinearstochastic fractional partial differential equations in onespatial dimension,” Stochastic Processes and their Applications,vol. 115, no. 11, pp. 1764–1781, 2005.
[32] T. Komatsu, “On the martingale problem for generators ofstable processes with perturbations,” Osaka Journal of Mathe-matics, vol. 21, pp. 113–132, 1984.
17Complexity
-
Hindawiwww.hindawi.com Volume 2018
MathematicsJournal of
Hindawiwww.hindawi.com Volume 2018
Mathematical Problems in Engineering
Applied MathematicsJournal of
Hindawiwww.hindawi.com Volume 2018
Probability and StatisticsHindawiwww.hindawi.com Volume 2018
Journal of
Hindawiwww.hindawi.com Volume 2018
Mathematical PhysicsAdvances in
Complex AnalysisJournal of
Hindawiwww.hindawi.com Volume 2018
OptimizationJournal of
Hindawiwww.hindawi.com Volume 2018
Hindawiwww.hindawi.com Volume 2018
Engineering Mathematics
International Journal of
Hindawiwww.hindawi.com Volume 2018
Operations ResearchAdvances in
Journal of
Hindawiwww.hindawi.com Volume 2018
Function SpacesAbstract and Applied AnalysisHindawiwww.hindawi.com Volume 2018
International Journal of Mathematics and Mathematical Sciences
Hindawiwww.hindawi.com Volume 2018
Hindawi Publishing Corporation http://www.hindawi.com Volume 2013Hindawiwww.hindawi.com
The Scientific World Journal
Volume 2018
Hindawiwww.hindawi.com Volume 2018Volume 2018
Numerical AnalysisNumerical AnalysisNumerical AnalysisNumerical AnalysisNumerical AnalysisNumerical AnalysisNumerical AnalysisNumerical AnalysisNumerical AnalysisNumerical AnalysisNumerical AnalysisNumerical AnalysisAdvances inAdvances in Discrete Dynamics in
Nature and SocietyHindawiwww.hindawi.com Volume 2018
Hindawiwww.hindawi.com
Di�erential EquationsInternational Journal of
Volume 2018
Hindawiwww.hindawi.com Volume 2018
Decision SciencesAdvances in
Hindawiwww.hindawi.com Volume 2018
AnalysisInternational Journal of
Hindawiwww.hindawi.com Volume 2018
Stochastic AnalysisInternational Journal of
Submit your manuscripts atwww.hindawi.com
https://www.hindawi.com/journals/jmath/https://www.hindawi.com/journals/mpe/https://www.hindawi.com/journals/jam/https://www.hindawi.com/journals/jps/https://www.hindawi.com/journals/amp/https://www.hindawi.com/journals/jca/https://www.hindawi.com/journals/jopti/https://www.hindawi.com/journals/ijem/https://www.hindawi.com/journals/aor/https://www.hindawi.com/journals/jfs/https://www.hindawi.com/journals/aaa/https://www.hindawi.com/journals/ijmms/https://www.hindawi.com/journals/tswj/https://www.hindawi.com/journals/ana/https://www.hindawi.com/journals/ddns/https://www.hindawi.com/journals/ijde/https://www.hindawi.com/journals/ads/https://www.hindawi.com/journals/ijanal/https://www.hindawi.com/journals/ijsa/https://www.hindawi.com/https://www.hindawi.com/