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Variational Solutions for Partial Differential Equations Driven by a Fractional Noise by David Nualart; Pierre-A. Vuillermot is a Mathematics article available to read on EtoBox.

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In this article we develop an existence and uniqueness theory of variational solutions for a class of nonautonomous stochastic partial differential equations of parabolic type defined on a bounded open subset D ⊂ R d and driven by an infinite-dimensional multiplicative fractional noise. We introduce two notions of such solutions for them and prove their existence and their indistinguishability by assuming that the noise is derived from an L 2 (D)-valued fractional Wiener process W H with Hurst parameter H ∈ 1 +1 , 1 , whose covariance operator satisfies appropriate integrability conditions, and where ∈ (0, 1] denotes the Hölder exponent of the derivative of the nonlinearity in the stochastic term of the equations. We also prove the uniqueness of solutions when the stochastic term is an affine function of the unknown random field. Our existence and uniqueness proofs rest upon the construction and the convergence of a suitable sequence of Faedo-Galerkin approximations, while our proof of indistinguishability is based on certain density arguments as well as on new continuity properties of the stochastic integral we define with respect to W H .

Who reads Variational Solutions for Partial Differential Equations Driven by a Fractional Noise?

Author

David Nualart; Pierre-A. Vuillermot

Publisher

Elsevier Science; Elsevier ; Elsevier Inc.; Elsevier BV (ISSN 0022-1236)

Published

2006

Language

EN

Field

Mathematics (Physical Sciences)