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一类分式噪声(H>1/2)扰动的抛物型随机偏微分方程(英文) 被引量:1

On a Class of Parabolic SPDEs Driven by a Fractional White Noise for H>1/2
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摘要 考虑了一类由分式噪声扰动的抛物型随机偏微分方程,利用压缩映照理论证明了这类方程L^2([0,1])值解的存在唯一性. A class of one-dimensional parabolic SPDEs driven by a fractional white noise for H〉1/2 is concerned. The existence and uniqueness of L^2([0,1)-valued solutions of the class of SPDEs is established by exploiting contraction mapping theorem.
出处 《南开大学学报(自然科学版)》 CAS CSCD 北大核心 2010年第3期46-49,共4页 Acta Scientiarum Naturalium Universitatis Nankaiensis
基金 Supported by the National Natural Science Foundation of China(70671074) the Research Foundation of Tianjin University of Science and Technology(20080207)
关键词 抛物型随机偏微分方程 分式白噪声 格林函数 parabolic SPDEs fractional white noise Green function
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参考文献9

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同被引文献14

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