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Fractional stochastic heat equation with piecewise constant coefficients (1910.12655v1)

Published 28 Oct 2019 in math.PR

Abstract: 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.

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