首页    期刊浏览 2024年09月29日 星期日
登录注册

文章基本信息

  • 标题:Some properties of the solution to fractional heat equation with a fractional Brownian noise
  • 本地全文:下载
  • 作者:Dengfeng Xia ; Litan Yan
  • 期刊名称:Advances in Difference Equations
  • 印刷版ISSN:1687-1839
  • 电子版ISSN:1687-1847
  • 出版年度:2017
  • 卷号:2017
  • 期号:1
  • 页码:107
  • DOI:10.1186/s13662-017-1151-0
  • 语种:English
  • 出版社:Hindawi Publishing Corporation
  • 摘要:In this paper, we consider the stochastic heat equation of the form ∂ u ∂ t = Δ α u + ∂ 2 B ∂ t ∂ x , $$\frac{\partial u}{\partial t}=\Delta_{\alpha}u+\frac{\partial ^,B}{\partial t\,\partial x}, $$ where ∂ 2 B ∂ t ∂ x $\frac{\partial^,B}{\partial t\,\partial x}$ is a fractional Brownian sheet with Hurst indices H 1 , H 2 ∈ ( 1 2 , 1 ) $H_),H_,\in(\frac),,1)$ and Δ α = − ( − Δ ) α / 2 $\Delta _{\alpha}=-(-\Delta)^{\alpha/2}$ is a fractional Laplacian operator with 1 < α ≤ 2 $1<\alpha\leq2$ . In particular, when H 2 = 1 2 $H_,=\frac),$ we show that the temporal process { u ( t , ⋅ ) , 0 ≤ t ≤ T } $\{u(t,\cdot),0\leq t\leq T\}$ admits a nontrivial p-variation with p = 2 α 2 α H 1 − 1 $p=\frac{2\alpha}{2\alpha H_)-1}$ and study its local nondeterminism and existence of the local time.
  • 关键词:fractional Brownian sheet ; p -variation ; local nondeterminism ; local time
国家哲学社会科学文献中心版权所有