Periodic stochastic high-order Degasperis–Procesi equation with cylindrical fBm
2019 ◽
Vol 19
(06)
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pp. 1950043
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Keyword(s):
This paper studies the periodic stochastic high-order Degasperis–Procesi (DP) equation driven by a cylindrical fractional Brownian motion (fBm) which is white in space. And it has the covariance with Hurst parameter [Formula: see text] in the time variable. The local existence and uniqueness of the solution [Formula: see text] in [Formula: see text] with [Formula: see text] are proved by fixed point theorem combined with the stochastic term estimations in the Besov-type Bourgain space [Formula: see text] and the second iteration of non-linear term.
2000 ◽
Vol 5
(3)
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pp. 191-206
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2017 ◽
Vol 19
(06)
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pp. 1650055
2011 ◽
Vol 377
(2)
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pp. 534-539
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Keyword(s):
2010 ◽
Vol 11
(5)
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pp. 3555-3566
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1992 ◽
pp. 111-128
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2005 ◽
Vol 28
(9)
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pp. 1031-1060
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