An Integration by Parts Formula for Stochastic Heat Equations with Fractional Noise

被引：0

作者：

Yin, Xiuwei ^{[1
]}

机构：

[1] Anhui Normal Univ, Dept Stat, Wuhu 241000, Peoples R China

来源：

ACTA MATHEMATICA SCIENTIA | 2023年 / 43卷 / 01期

关键词：

integration by parts formula; stochastic heat equations; fractional Brownian motion; shift Harnack inequality; coupling by change of measures; DRIVEN;

D O I：

10.1007/s10473-023-0119-2

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this paper, we establish the integration by parts formula for the solution of fractional noise driven stochastic heat equations using the method of coupling. As an application, we also obtain the shift Harnack inequalities.

引用

页码：349 / 362

页数：14

共 50 条

[21] FRACTIONAL STOCHASTIC EVOLUTION EQUATIONS WITH LEVY NOISE
Bonaccorsi, Stefano
DIFFERENTIAL AND INTEGRAL EQUATIONS, 2009, 22 (11-12) : 1141 - 1152
[22] STOCHASTIC BURGERS EQUATIONS WITH FRACTIONAL DERIVATIVE DRIVEN BY FRACTIONAL NOISE
Duan, Yubo
Jiang, Yiming
Tian, Yang
Wei, Yawei
ELECTRONIC JOURNAL OF DIFFERENTIAL EQUATIONS, 2023, 2023 (49)
[23] Integration by parts formula for SPDEs with multiplicative noise and its applications
Huang, Xing
Liu, Li-Xia
Zhang, Shao-Qin
STOCHASTICS AND DYNAMICS, 2019, 19 (03)
[24] On integration by parts formula and characterization of fractional Ornstein-Uhlenbeck process
Sun, Xiaoxia
Guo, Feng
STATISTICS & PROBABILITY LETTERS, 2015, 107 : 170 - 177
[25] Integration by Parts Formula and Applications for SDEs Driven by Fractional Brownian Motions
Fan, Xiliang
STOCHASTIC ANALYSIS AND APPLICATIONS, 2015, 33 (02) : 199 - 212
[26] Fractional random fields associated with stochastic fractional heat equations
Kelbert, MY
Leonenko, NN
Ruiz-Medina, MD
ADVANCES IN APPLIED PROBABILITY, 2005, 37 (01) : 108 - 133
[27] A VARIATION OF CONSTANT FORMULA FOR FRACTIONAL STOCHASTIC NEUTRAL DIFFERENTIAL EQUATIONS
Ahmadova, Arzu
Mahmudov, Nazim I.
PROCEEDINGS OF THE7TH INTERNATIONAL CONFERENCE ON CONTROL AND OPTIMIZATION WITH INDUSTRIAL APPLICATIONS, VOL II, 2020, : 47 - 49
[28] A variation of constant formula for Caputo fractional stochastic differential equations
Anh, P. T.
Doan, T. S.
Huong, P. T.
STATISTICS & PROBABILITY LETTERS, 2019, 145 : 351 - 358
[29] Heat equations with fractional white noise potentials
Hu, Y
APPLIED MATHEMATICS AND OPTIMIZATION, 2001, 43 (03): : 221 - 243
[30] Heat Equations with Fractional White Noise Potentials
Y. Hu
Applied Mathematics and Optimization, 2001, 43 : 221 - 243

← 1 2 3 4 5 →