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Fractional stochastic heat equation with piecewise constant coefficients
Stochastics and Dynamics ( IF 1.1 ) Pub Date : 2020-02-25 , DOI: 10.1142/s0219493721500027
Yuliya Mishura 1 , Kostiantyn Ralchenko 1 , Mounir Zili 2 , Eya Zougar 2
Affiliation  

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.

中文翻译:

具有分段常数系数的分数随机热方程

我们引入了具有散度形式的二阶椭圆算子的分数随机热方程,具有分段常数扩散系数,并由无限维分数布朗运动驱动。我们刻画了其确定性部分的基本解,并证明了其解的存在性和唯一性。
更新日期:2020-02-25
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