Mild solutions for a class of fractional SPDEs and their sample paths

DOI10.1007/S00028-009-0014-XzbMATH Open1239.60028arXiv0710.5485OpenAlexW2026057746MaRDI QIDQ423348FDOQ423348

Authors: Marta Sanz-Solé, Pierre-A. Vuillermot 

Publication date: 2 June 2012

Published in: Journal of Evolution Equations (Search for Journal in Brave)

Abstract: In this article we introduce and analyze a notion of mild solution for a class of non-autonomous parabolic stochastic partial differential equations defined on a bounded open subset $Dsubsetmathbb{R}^d$ and driven by an infinite-dimensional fractional noise. The noise is derived from an $L^2(D)$-valued fractional Wiener process $W^H$ whose covariance operator satisfies appropriate restrictions; moreover, the Hurst parameter $H$ is subjected to constraints formulated in terms of $d$ and the H"{o}lder exponent of the derivative $h^{p}rime$ of the noise nonlinearity in the equations. We prove the existence of such solution, establish its relation with the variational solution introduced in cite{nuavu} and also prove the H"{o}lder continuity of its sample paths when we consider it as an $L^2(D)$--valued stochastic processes. When $h$ is an affine function, we also prove uniqueness. The proofs are based on a relation between the notions of mild and variational solution established in Sanz-Sol'e and Vuillermot 2003, and adapted to our problem, and on a fine analysis of the singularities of Green's function associated with the class of parabolic problems we investigate. An immediate consequence of our results is the indistinguishability of mild and variational solutions in the case of uniqueness.

Full work available at URL: https://arxiv.org/abs/0710.5485

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zbMATH Keywords

fractional Brownian motionGreen's functionstochastic partial differential equationsample path regularity

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Fractional processes, including fractional Brownian motion (60G22) Nonlinear parabolic equations (35K55) PDEs with randomness, stochastic partial differential equations (35R60) Sample path properties (60G17) Self-similar stochastic processes (60G18)

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Cited In (17)

• Local \(L^p\)-solution for semilinear heat equation with fractional noise
• A fractional Poisson equation: existence, regularity and approximations of the solution
• Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises
• The stochastic wave equation with fractional noise: a random field approach
• On the equivalence of pathwise mild and weak solutions for quasilinear SPDEs
• Numerical schemes for rough parabolic equations
• Finite-time blowup and existence of global positive solutions of a semi-linear stochastic partial differential equation with fractional noise
• Well-posedness for Hardy-Hénon parabolic equations with fractional Brownian noise
• Existence and uniqueness of mild solution to fractional stochastic heat equation
• Compensated fractional derivatives and stochastic evolution equations
• Approximation of a stochastic wave equation in dimension three, with application to a support theorem in Hölder norm: the non-stationary case
• Sharp mean-square regularity results for SPDEs with fractional noise and optimal convergence rates for the numerical approximations
• Variational solutions for a class of fractional stochastic partial differential equations
• Weak approximations of stochastic partial differential equations with fractional noise
• Sample paths of the solution to the fractional-colored stochastic heat equation
• Fractional stochastic heat equation with piecewise constant coefficients
• Global variational solutions to a class of fractional SPDE's on unbounded domains

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