2000 character limit reached
Existence and uniqueness of mild solution to fractional stochastic heat equation
Published 29 Nov 2018 in math.PR | (1811.12475v2)
Abstract: For a class of non-autonomous parabolic stochastic partial differential equations defined on a bounded open subset $D\subset \mathbb {R}d$ and driven by an $L2(D)$-valued fractional Brownian motion with the Hurst index $H>1/2$, a new result on existence and uniqueness of a mild solution is established. Compared to the existing results, the uniqueness in a fully nonlinear case is shown, not assuming the coefficient in front of the noise to be affine. Additionally, the existence of moments for the solution is established.
Paper Prompts
Sign up for free to create and run prompts on this paper using GPT-5.
Top Community Prompts
Collections
Sign up for free to add this paper to one or more collections.