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 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 , with . We assume that the diffusion coefficient is given by an affine function , and the initial value functions are bounded and H\"older continuous of order . We prove the existence and uniqueness of the mild solution for both equations. We show that the solution is -continuous and its -th moments are uniformly bounded, for any .
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