Heat equation with a general stochastic measure on nested fractals

DOI10.1016/J.SPL.2011.12.013zbMATH Open1241.60031arXiv1208.0445OpenAlexW2051122983MaRDI QIDQ419205FDOQ419205

Authors: Martina Zähle, V. Radchenko 

Publication date: 18 May 2012

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

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.

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

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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)

Cites Work

• Title not available (Why is that?)
• A concise course on stochastic partial differential equations
• Brownian motion on nested fractals
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• Estimates of transition densities for Brownian motion of nested fractals
• Spectral analysis of Laplacians on the Vicsek set
• Mild solution of the heat equation with a general stochastic measure
• Integrals with Respect to Random Measures and Random Linear Functionals
• Title not available (Why is that?)
• A diffusion defined on a fractal state space

Cited In (11)

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

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