分数阶随机热方程温和解的存在唯一性

IF 0.7 Q3 STATISTICS & PROBABILITY
K. Ralchenko, G. Shevchenko
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引用次数: 5

摘要

对于定义在有界开子集$D\子集\mathbb {R}^ D $上的一类非自治抛物型随机偏微分方程,由具有Hurst指标$H>1/2$的$L^2(D)$值分数阶布朗运动驱动,得到了一类温和解的存在唯一性的新结果。与已有结果相比,在不假设噪声前系数为仿射的情况下,证明了完全非线性情况下的唯一性。此外,还证明了解的矩的存在性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Existence and uniqueness of mild solution to fractional stochastic heat equation
For a class of non-autonomous parabolic stochastic partial differential equations defined on a bounded open subset $D\subset \mathbb {R}^d$ and driven by an $L^2(D)$-valued fractional Brownian motion with the Hurst index $H>1/2$, a new result on existence and uniqueness of a mild solution is established. Compared to the existing results, the uniqueness in a fully nonlinear case is shown, not assuming the coefficient in front of the noise to be affine. Additionally, the existence of moments for the solution is established.
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来源期刊
Modern Stochastics-Theory and Applications
Modern Stochastics-Theory and Applications STATISTICS & PROBABILITY-
CiteScore
1.30
自引率
50.00%
发文量
0
审稿时长
10 weeks
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