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Reflected SPDEs Driven by Fractional Noises
Acta Mathematicae Applicatae Sinica, English Series ( IF 0.9 ) Pub Date : 2020-03-01 , DOI: 10.1007/s10255-020-0938-z
Juan Yang , Qing Zhou

In this paper, we study the stochastic partial differential equation with two reflecting smooth walls h 1 and h 2 , driven by a fractional noise, which is fractional in time and white in space. The large deviation principle for the law of the solution to this equation, will be established through developing a classical method. Furthermore, we obtain the Hölder continuity of the solution.

中文翻译:

分数噪声驱动的反射 SPDE

在本文中,我们研究了具有两个反射光滑壁 h 1 和 h 2 的随机偏微分方程,由分数噪声驱动,分数噪声在时间上是分数,在空间上是白色的。该方程解法的大偏差原理,将通过发展经典方法来建立。此外,我们获得了解决方案的 Hölder 连续性。
更新日期:2020-03-01
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