Mixed Fractional Heat Equation Driven by Fractional Brownian Sheet and Lévy Process
2017 ◽
Vol 2017
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pp. 1-9
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Keyword(s):
We consider the stochastic heat equation of the form∂u/∂t=(Δ+Δα)u+(∂f/∂x)(t,x,u)+σ(t,x,u)L˙+W˙H,whereW˙His the fractional noise,L˙is a (pure jump) Lévy space-time white noise,Δis Laplacian, andΔα=-(-Δ)α/2is the fractional Laplacian generator onR, andf,σ:[0,T]×R×R→Rare measurable functions. We introduce the existence and uniqueness of the solution by the fixed point principle under some suitable assumptions.
2017 ◽
Vol 9
(2)
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pp. 168781401769006
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2017 ◽
Vol 37
(6)
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pp. 1545-1566
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