Mixed fractional heat equation driven by fractional Brownian sheet and Lévy process (Q1993166)

From MaRDI portal

!

This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:

scientific article; zbMATH DE number 6972524
Language Label Description Also known as
default for all languages
No label defined
    English
    Mixed fractional heat equation driven by fractional Brownian sheet and Lévy process
    scientific article; zbMATH DE number 6972524

      Statements

      Mixed fractional heat equation driven by fractional Brownian sheet and Lévy process (English)
      0 references
      0 references
      0 references
      0 references
      5 November 2018
      0 references
      Summary: We consider the stochastic heat equation of the form \(\partial u / \partial t = (\Delta + \Delta_\alpha) u +(\partial f / \partial x)(t, x, u) + \sigma(t, x, u) \dot{L} + \dot{W}^H\), where \(\dot{W}^H\) is the fractional noise, \( \dot{L}\) is a (pure jump) Lévy space-time white noise, \( \Delta\) is Laplacian, and \(\Delta_\alpha = -(- \Delta)^{\alpha / 2}\) is the fractional Laplacian generator on \(\mathbb{R} \), and \(f, \sigma : [0, T] \times \mathbb{R} \times \mathbb{R} \rightarrow \mathbb{R}\) are measurable functions. We introduce the existence and uniqueness of the solution by the fixed point principle under some suitable assumptions.
      0 references
      0 references
      0 references
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references