{"title":"分数阶随机热方程温和解的存在唯一性","authors":"K. Ralchenko, G. Shevchenko","doi":"10.15559/18-VMSTA122","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":42685,"journal":{"name":"Modern Stochastics-Theory and Applications","volume":"46 1","pages":""},"PeriodicalIF":0.7000,"publicationDate":"2018-11-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"5","resultStr":"{\"title\":\"Existence and uniqueness of mild solution to fractional stochastic heat equation\",\"authors\":\"K. Ralchenko, G. Shevchenko\",\"doi\":\"10.15559/18-VMSTA122\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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.\",\"PeriodicalId\":42685,\"journal\":{\"name\":\"Modern Stochastics-Theory and Applications\",\"volume\":\"46 1\",\"pages\":\"\"},\"PeriodicalIF\":0.7000,\"publicationDate\":\"2018-11-29\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"5\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Modern Stochastics-Theory and Applications\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.15559/18-VMSTA122\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Modern Stochastics-Theory and Applications","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.15559/18-VMSTA122","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
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。
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.