On some properties of a class of fractional stochastic heat equations

DOI10.1007/S10959-016-0684-6MaRDI QIDQ1692234zbMATH OpenOpenAlexWikidataFDO

Authors Wei Liu, Kuanhou Tian, Mohammud Foondun

Publication date 26 January 2018

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1404.6791

zbMATH Keywords

fractional Laplacianheat kernelstochastic heat equationstochastic partial differential equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44)

Abstract: We consider nonlinear parabolic stochastic equations of the form $partia{l}_{t}u=sLu+lambdasigma(u)dotxi$ on the ball $B(0,,R)$, where $dotxi$ denotes some Gaussian noise and $sigma$ is Lipschitz continuous. Here $sL$ corresponds to an $alpha$-stable process killed upon exiting $B(0,R)$. We will consider two types of noise; space-time white noise and spatially correlated noise. Under a linear growth condition on $sigma$, we study growth properties of the second moment of the solutions.

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Cited in

(22)

• Existence and blow-up of solutions to the fractional stochastic heat equations
• On the regularity of weak solutions to space-time fractional stochastic heat equations
• Moment bounds for some fractional stochastic heat equations on the ball
• Some properties of non-linear fractional stochastic heat equations on bounded domains
• Hölder continuity for stochastic fractional heat equation with colored noise
• Asymptotic behaviour of solution and non-existence of global solution to a class of conformable time-fractional stochastic equation
• Exponential behavior and upper noise excitation index of solutions to evolution equations with unbounded delay and tempered fractional Brownian motions
• Growth moment, stability and asymptotic behaviours of solution to a class of time-fractal-fractional stochastic differential equation
• The effect of noise intensity on parabolic equations
• Moment bounds of a class of stochastic heat equations driven by space-time colored noise in bounded domains
• Effects of the noise level on nonlinear stochastic fractional heat equations
• Existence and uniqueness of mild solution to fractional stochastic heat equation
• Moment bounds for a class of fractional stochastic heat equations
• Stochastic fractional heat equation perturbed by general Gaussian and non-Gaussian noise
• Remarks on non-linear noise excitability of some stochastic heat equations
• Fractional random fields associated with stochastic fractional heat equations
• Non-linear noise excitation for some space-time fractional stochastic equations in bounded domains
• On the distribution and \(q\)-variation of the solution to the heat equation with fractional Laplacian
• On comparison principle and strict positivity of solutions to the nonlinear stochastic fractional heat equations
• Parabolic stochastic PDEs on bounded domains with rough initial conditions: moment and correlation bounds
• Small ball probabilities for the fractional stochastic heat equation driven by a colored noise
• Moment bounds for the fractional stochastic heat equation with spatially inhomogeneous white noise

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