Fractional stochastic heat equation with piecewise constant coefficients
Probability
2019-10-29 v1
Abstract
We introduce a fractional stochastic heat equation with second order elliptic operator in divergence form, having a piecewise constant diffusion coefficient, and driven by an infinite-dimensional fractional Brownian motion. We characterize the fundamental solution of its deterministic part, and prove the existence and the uniqueness of its solution.
Cite
@article{arxiv.1910.12655,
title = {Fractional stochastic heat equation with piecewise constant coefficients},
author = {Yuliya Mishura and Kostiantyn Ralchenko and Mounir Zili and Eya Zougar},
journal= {arXiv preprint arXiv:1910.12655},
year = {2019}
}
Comments
29 pages