English

SPDEs with fractional noise in space with index $H<1/2$

Probability 2014-07-16 v1

Abstract

In this article, we consider the stochastic wave and heat equations on R\mathbb{R} with non-vanishing initial conditions, driven by a Gaussian noise which is white in time and behaves in space like a fractional Brownian motion of index HH, with 1/4<H<1/21/4<H<1/2. We assume that the diffusion coefficient is given by an affine function σ(x)=ax+b\sigma(x)=ax+b, and the initial value functions are bounded and H\"older continuous of order HH. We prove the existence and uniqueness of the mild solution for both equations. We show that the solution is L2(Ω)L^{2}(\Omega)-continuous and its pp-th moments are uniformly bounded, for any p2p \geq 2.

Keywords

Cite

@article{arxiv.1407.4080,
  title  = {SPDEs with fractional noise in space with index $H<1/2$},
  author = {Raluca Balan and Maria Jolis and Lluis Quer-Sardanyons},
  journal= {arXiv preprint arXiv:1407.4080},
  year   = {2014}
}

Comments

40 pages