Existence and uniqueness of mild solution to fractional stochastic heat equation
Probability
2020-01-17 v2
Abstract
For a class of non-autonomous parabolic stochastic partial differential equations defined on a bounded open subset and driven by an -valued fractional Brownian motion with the Hurst index , 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.
Keywords
Cite
@article{arxiv.1811.12475,
title = {Existence and uniqueness of mild solution to fractional stochastic heat equation},
author = {Kostiantyn Ralchenko and Georgiy Shevchenko},
journal= {arXiv preprint arXiv:1811.12475},
year = {2020}
}
Comments
Published at https://doi.org/10.15559/18-VMSTA122 in the Modern Stochastics: Theory and Applications (https://vmsta.org/) by VTeX (http://www.vtex.lt/)