Some properties of the solution to fractional heat equation with a fractional Brownian noise

被引:4
|
作者
Xia, Dengfeng [1 ,2 ]
Yan, Litan [3 ]
机构
[1] Donghua Univ, Coll Informat Sci & Technol, 2999 North Renmin Rd, Shanghai 201620, Peoples R China
[2] Anhui Polytech Univ, Sch Math & Phys, Wuhu 241000, Anhui, Peoples R China
[3] Donghua Univ, Dept Math, 2999 North Renmin Rd, Shanghai 201620, Peoples R China
基金
中国国家自然科学基金;
关键词
fractional Brownian sheet; p-variation; local nondeterminism; local time; PARTIAL-DIFFERENTIAL-EQUATION; FEYNMAN-KAC FORMULA; DRIVEN;
D O I
10.1186/s13662-017-1151-0
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we consider the stochastic heat equation of the form partial derivative u/partial derivative t = Delta(alpha)u + partial derivative B-2/partial derivative t partial derivative x', where partial derivative B-2/partial derivative t partial derivative x is a fractional Brownian sheet with Hurst indices H-1, H-2 epsilon (1/2, 1) and Delta(alpha) = -(-Delta)(alpha/2) is a fractional Laplacian operator with 1 < alpha <= 2. In particular, when H-2 = 1/2 we show that the temporal process {u(t,.),0 <= t <= T} admits a nontrivial p-variation with p = 2 alpha/2 alpha H-1-1 and study its local nondeterminism and existence of the local time.
引用
收藏
页数:16
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