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Stochastic Fractional Heat Equations Driven by Fractional Noises

机译:分数噪声驱动的随机分数热方程

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摘要

This paper is concerned with the following stochastically fractional heat equation on (t, x) is an element of [0, T] x R-d driven by fractional noise: partial derivative u(t, x)/partial derivative t = D(delta)(alpha)u(t, x) +W-H(t, x) lozenge u(t, x), where the Hurst parameter H = ( h(0), h(1),..., h(d)) and lozenge 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 Holder 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.
机译:本文关注以下随机分数热方程,其中(t,x)是由分数噪声驱动的[0,T] x Rd的元素:偏导数u(t,x)/偏导数t = D(δ) αu(t,x)+ WH(t,x)菱形u(t,x),其中赫斯特参数H =(h(0),h(1),...,h(d))菱形表示Skorokhod积分。在适当的希尔伯特空间中构造了该方程的唯一解。此外,估计了该解的李雅普诺夫指数,并讨论了该解在空间和时间参数上的Holder连续性。另一方面,也获得了解的绝对连续性。

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  • 来源
    《Mathematical Problems in Engineering》 |2015年第7期|421705.1-421705.16|共16页
  • 作者

    Sun Xichao; Li Ming;

  • 作者单位

    Bengbu Coll, Dept Math & Phys, Bengbu 233030, Anhui, Peoples R China.;

    E China Normal Univ, Sch Informat Sci & Technol, Shanghai 200241, Peoples R China.;

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