Stochastic partial differential equations driven by space-time fractional noises

被引：4

作者：

Hu, Ying ^{[1
]}

Jiang, Yiming ^{[2
]}

Qian, Zhongmin ^{[3
]}

机构：

[1] Univ Rennes 1, IRMAR, F-35042 Rennes, France

[2] Nankai Univ, Sch Math Sci, Tianjin 300071, Peoples R China

[3] Univ Oxford, Math Inst, Oxford OX2 6GG, England

来源：

STOCHASTICS AND DYNAMICS | 2019年 / 19卷 / 02期

关键词：

Stochastic partial differential equation; space-time fractional noise; BURGERS-EQUATION; DYNAMICS;

D O I：

10.1142/S0219493719500126

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we study a class of stochastic partial differential equations (SPDEs) driven by space-time fractional noises. Our method consists in studying at first the non-local SPDEs and thereafter showing the convergence of the family of these equations. The limit gives the solution of the SPDE.

引用

页数：34

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