REGULARIZATION OF QUASILINEAR HEAT EQUATIONS BY A FRACTIONAL NOISE
2004 ◽
Vol 04
(02)
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pp. 201-221
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Keyword(s):
We show the existence and uniqueness of a solution for a quasilinear parabolic equation in one dimension driven by an additive fractional white noise, assuming that the drift is measurable and satisfies a suitable integrability condition. The proof is based on Girsanov theorem and lower estimates of the density of the solution of the equation without drift.
1982 ◽
Vol 20
(6)
◽
pp. 747-762
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2014 ◽
Vol 23
(5)
◽
pp. 884-900
◽
1982 ◽
Vol 13
(2)
◽
pp. 226-238
◽