L_p-theory for the stochastic heat equation with infinite-dimensional fractional noise

DOI10.1051/PS/2009006zbMATH Open1263.60054arXiv0905.2150OpenAlexW2034107575MaRDI QIDQ4918484FDOQ4918484

Authors: Raluca M. Balan 

Publication date: 25 April 2013

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Abstract: In this article, we consider the stochastic heat equation $$, with random coefficients $f$ and $g^k$, driven by a sequence $$ of i.i.d. fractional Brownian motions of index $H>1/2$. Using the Malliavin calculus techniques and a $p$-th moment maximal inequality for the infinite sum of Skorohod integrals with respect to $$, we prove that the equation has a unique solution (in a Banach space of summability exponent $pgeq2$), and this solution is H"older continuous in both time and space.

Full work available at URL: https://arxiv.org/abs/0905.2150

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zbMATH Keywords

fractional Brownian motionstochastic heat equationmaximal inequalitySkorohod integral

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cited In (17)

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• Cylindrical fractional Brownian motion in Banach spaces
• Stochastic heat equation with fractional Laplacian and fractional noise: existence of the solution and analysis of its density
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• An \(L_{p}\)-estimate for the stochastic heat equation on an angular domain in \(\mathbb {R}^2\)
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• The fractional stochastic heat equation on the circle: Time regularity and potential theory
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• Pathwise uniqueness of the stochastic heat equation with spatially inhomogeneous white noise
• Linear stochastic equations in a Hilbert space with a fractional Brownian motion
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• Large deviation principle for a space-time fractional stochastic heat equation with fractional noise
• BMO and Morrey-Campanato estimates for stochastic convolutions and Schauder estimates for stochastic parabolic equations
• On \(L_p\)-solution of fractional heat equation driven by fractional Brownian motion
• Time regularity of the evolution solution to the fractional stochastic heat equation
• Evolutionary equations driven by fractional Brownian motion
• Malliavin calculus for fractional heat equation

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