Heat equation with a general stochastic measure on nested fractals

DOI10.1016/J.SPL.2011.12.013MaRDI QIDQ419205zbMATHOpenAlexFDO

Authors Martina Zähle, V. Radchenko

Publication date 18 May 2012

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1208.0445

zbMATH Keywords

stochastic heat equationmild solutionstochastic measurenested fractalstochastic equation on fractals

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random measures (60G57)

Abstract: A stochastic heat equation on an unbounded nested fractal driven by a general stochastic measure is investigated. Existence, uniqueness and continuity of the mild solution are proved provided that the spectral dimension of the fractal is less than 4/3.

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Cites work

• scientific article; zbMATH DE number 53996 (Why is no real title available?)
• scientific article; zbMATH DE number 1223660 (Why is no real title available?)
• scientific article; zbMATH DE number 1111388 (Why is no real title available?)
• A concise course on stochastic partial differential equations
• A diffusion defined on a fractal state space
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• Estimates of transition densities for Brownian motion of nested fractals
• Integrals with Respect to Random Measures and Random Linear Functionals
• Mild solution of the heat equation with a general stochastic measure
• Spectral analysis of Laplacians on the Vicsek set

Cited in

(11)

• On the discrete heat equation taking values on a tree
• Stochastic partial differential equations driven by general stochastic measures
• Heat equation with general stochastic measure colored in time
• The damped stochastic wave equation on post-critically finite fractals
• On-diagonal oscillation of the heat kernels on post-critically finite self-similar fractals
• Heat equations defined by self-similar measures with overlaps
• Existence and space-time regularity for stochastic heat equations on p.c.f. fractals
• Mild solution of the heat equation with a general stochastic measure
• Heat equation in a multidimensional domain with a general stochastic measure
• Generalized heat diffusion equations with variable coefficients and their fractalization from the Black-Scholes equation
• Non-Regularly Varying and Non-Periodic Oscillation of the On-Diagonal Heat Kernels on Self-Similar Fractals

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