Stochastic Fractional Heat Equations Driven by Fractional Noises
This paper is concerned with the following stochastically fractional heat equation on (t,x)∈[0,T]×Rd driven by fractional noise: ∂u(t,x)/∂t=Dδαu(t,x)+WH(t,x)⋄u(t,x), where the Hurst parameter H=(h0,h1,…,hd) and ⋄ denotes the Skorokhod integral. A unique solution of that equation in an appropriate Hi...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2015-01-01
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| Series: | Mathematical Problems in Engineering |
| Online Access: | http://dx.doi.org/10.1155/2015/421705 |