Global variational solutions to a class of fractional SPDE's on unbounded domains

DOI10.1080/07362994.2018.1535320MaRDI QIDQ5742385zbMATH OpenOpenAlexFDO

Authors Rim Touibi, Pierre-A. Vuillermot, Marco Dozzi

Publication date 14 May 2019

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1806.10815

zbMATH Keywords

fractional partial differential equationsunbounded domainsvariational solutions

Mathematics Subject Classification ID

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

Abstract: In this article we prove new results regarding the existence and the uniqueness of global variational solutions to Neumann initial-boundary value problems for a class of non-autonomous stochastic parabolic partial differential equations. The equations we consider are defined on unbounded open domains in Euclidean space satisfying certain geometric conditions, and are driven by a multiplicative noise derived from an infinite-dimensional fractional Wiener process characterized by a sequence of Hurst parameters $mathsfH=(mathsf{H}_i{)}_{iinmathbb{N}^{+}}subset(frac12,1)$. These parameters are in fact subject to further constraints that are intimately tied up with the nature of the nonlinearity in the stochastic term of the equations, and with the choice of the functional spaces in which the problem at hand is well-posed. Our method of proof rests on compactness arguments in an essential way.

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Cited in

(1)

• Variational solutions for a class of fractional stochastic partial differential equations

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