English

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 DRdD\subset \mathbb {R}^d and driven by an L2(D)L^2(D)-valued fractional Brownian motion with the Hurst index H>1/2H>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.

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/)