具有粗糙边界噪声的随机演化方程

Alexandra Neamţu, Tim Seitz
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引用次数: 0

摘要

研究了含有乘性Neumann边界噪声的随机偏微分方程的路径适定性,例如$$H\in (1/3,1/2].$$ H∈(1 / 3,1 / 2)的分数阶布朗运动。结合泛函分析工具和控制粗糙路径方法,建立了这类方程解的整体存在性和流的整体存在性。对于Dirichlet边界噪声,我们得到了类似的结果,对于平滑噪声,即在Young区域。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Stochastic evolution equations with rough boundary noise
Abstract We investigate the pathwise well-posedness of stochastic partial differential equations perturbed by multiplicative Neumann boundary noise, such as fractional Brownian motion for $$H\in (1/3,1/2].$$ H ( 1 / 3 , 1 / 2 ] . Combining functional analytic tools with the controlled rough path approach, we establish global existence of solutions and flows for such equations. For Dirichlet boundary noise we obtain similar results for smoother noise, i.e. in the Young regime.
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