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

DOI10.1051/PS/2009006MaRDI QIDQ4918484zbMATH OpenOpenAlexFDO

Authors Raluca M. Balan

Publication date 25 April 2013

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

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

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)

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.

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Cited in

(17)

• Local \(L^p\)-solution for semilinear heat equation with fractional noise
• 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
• \(L_p\)-theory for the fractional time stochastic heat equation with an infinite-dimensional fractional Brownian motion
• An \(L_{p}\)-estimate for the stochastic heat equation on an angular domain in \(\mathbb {R}^2\)
• Stochastic fractional heat equations driven by fractional noises
• The fractional stochastic heat equation on the circle: Time regularity and potential theory
• Stochastic heat equation with infinite dimensional fractional noise: \(L_2\)-theory
• Pathwise uniqueness of the stochastic heat equation with spatially inhomogeneous white noise
• Linear stochastic equations in a Hilbert space with a fractional Brownian motion
• Fractional stochastic heat equation with piecewise constant coefficients
• 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
• Time regularity of the evolution solution to the fractional stochastic heat equation
• On \(L_p\)-solution of fractional heat equation driven by fractional Brownian motion
• Evolutionary equations driven by fractional Brownian motion
• Malliavin calculus for fractional heat equation

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