Existence and uniqueness of mild solution to fractional stochastic heat equation

DOI10.15559/18-VMSTA122MaRDI QIDQ2326530zbMATH OpenFDO

Authors K. V. Ral'chenko, G. M. Shevchenko

Publication date 8 October 2019

Published in Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1811.12475

zbMATH Keywords

fractional Brownian motionGreen's functionmild solutionstochastic partial differential equation

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) Fractional partial differential equations (35R11) PDEs with randomness, stochastic partial differential equations (35R60) Fractional processes, including fractional Brownian motion (60G22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: For a class of non-autonomous parabolic stochastic partial differential equations defined on a bounded open subset $Dsubsetmathbb{R}^d$ and driven by an $L^2(D)$-valued fractional Brownian motion with the Hurst index $H>1/2$, a new result on existence and uniqueness of a mild solution is established. Compared to the existing results, the uniqueness in a fully nonlinear case is shown, not assuming the coefficient in front of the noise to be affine. Additionally, the existence of moments for the solution is established.

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Cited in

(8)

• Existence and blow-up of solutions to the fractional stochastic heat equations
• Variational solutions for a class of fractional stochastic partial differential equations
• Existence and stability of solutions for a class of stochastic fractional partial differential equation with a noise
• Mild solutions for a class of fractional SPDEs and their sample paths
• Estimation of the Hurst and diffusion parameters in fractional stochastic heat equation
• Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises
• Global variational solutions to a class of fractional SPDE's on unbounded domains
• Large time behaviour of semilinear stochastic partial differential equations perturbed by a mixture of Brownian and fractional Brownian motions

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