Fractional stochastic heat equation with piecewise constant coefficients

DOI10.1142/S0219493721500027zbMATH Open1476.60076arXiv1910.12655OpenAlexW3007528091MaRDI QIDQ4965635FDOQ4965635

Authors: K. V. Ral'chenko, Mounir Zili, Eya Zougar, Yuliya S. Mishura 

Publication date: 9 March 2021

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Abstract: We introduce a fractional stochastic heat equation with second order elliptic operator in divergence form, having a piecewise constant diffusion coefficient, and driven by an infinite-dimensional fractional Brownian motion. We characterize the fundamental solution of its deterministic part, and prove the existence and the uniqueness of its solution.

Full work available at URL: https://arxiv.org/abs/1910.12655

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zbMATH Keywords

fundamental solutionfractional stochastic heat equationinfinite-dimensional fractional Brownian motion

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22) PDEs with randomness, stochastic partial differential equations (35R60)

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Cited In (4)

• Mixed stochastic heat equation with fractional Laplacian and gradient perturbation
• Generalized heat diffusion equations with variable coefficients and their fractalization from the Black-Scholes equation
• Stochastic heat equation with piecewise constant coefficients and generalized fractional type noise
• Fractional random fields associated with stochastic fractional heat equations

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