Existence and uniqueness of SPDEs driven by nonlinear multiplicative mixed noise

IF 1.1 2区数学 Q3 STATISTICS & PROBABILITY

Stochastic Processes and their Applications Pub Date : 2025-02-25 DOI:10.1016/j.spa.2025.104612

Shiduo Qu, Hongjun Gao

引用次数: 0

Abstract

This paper investigates a class of stochastic partial differential equations (SPDEs) driven by standard Brownian motion and fractional Brownian motion with Hurst parameter

H > 1 / 2

. We establish the existence and uniqueness of solutions for these SPDEs in sense of almost surely. We further prove that the moments of the solutions are finite. Moreover, we explore the equivalence between the integral defined by fractional derivatives and that defined by sewing lemma.

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来源期刊

Stochastic Processes and their Applications 数学-统计学与概率论

CiteScore

2.90

自引率

7.10%

发文量

180

审稿时长

23.6 weeks

期刊介绍： Stochastic Processes and their Applications publishes papers on the theory and applications of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests. Characterization, structural properties, inference and control of stochastic processes are covered. The journal is exacting and scholarly in its standards. Every effort is made to promote innovation, vitality, and communication between disciplines. All papers are refereed.