Stochastic Fractional Heat Equations Driven by Fractional Noises
Joint Authors
Source
Mathematical Problems in Engineering
Issue
Vol. 2015, Issue 2015 (31 Dec. 2015), pp.1-16, 16 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2015-04-23
Country of Publication
Egypt
No. of Pages
16
Main Subjects
Abstract EN
This paper is concerned with the following stochastically fractional heat equation on (t,x)∈[0,T]×Rd driven by fractional noise: ∂u(t,x)/∂t=Dδαu(t,x)+WH(t,x)⋄u(t,x), where the Hurst parameter H=(h0,h1,…,hd) and ⋄ denotes the Skorokhod integral.
A unique solution of that equation in an appropriate Hilbert space is constructed.
Moreover, the Lyapunov exponent of the solution is estimated, and the Hölder continuity of the solution on both space and time parameters is discussed.
On the other hand, the absolute continuity of the solution is also obtained.
American Psychological Association (APA)
Sun, Xichao& Li, Ming. 2015. Stochastic Fractional Heat Equations Driven by Fractional Noises. Mathematical Problems in Engineering،Vol. 2015, no. 2015, pp.1-16.
https://search.emarefa.net/detail/BIM-1073800
Modern Language Association (MLA)
Sun, Xichao& Li, Ming. Stochastic Fractional Heat Equations Driven by Fractional Noises. Mathematical Problems in Engineering No. 2015 (2015), pp.1-16.
https://search.emarefa.net/detail/BIM-1073800
American Medical Association (AMA)
Sun, Xichao& Li, Ming. Stochastic Fractional Heat Equations Driven by Fractional Noises. Mathematical Problems in Engineering. 2015. Vol. 2015, no. 2015, pp.1-16.
https://search.emarefa.net/detail/BIM-1073800
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1073800