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Lp-theory for the stochastic heat equation with infinite-dimensional fractional noise

Raluca M. Balan — 2011

ESAIM: Probability and Statistics

In this article, we consider the stochastic heat equation d u = ( Δ u + f ( t , x ) ) d t + k = 1 g k ( t , x ) δ β t k , t [ 0 , T ] , with random coefficients and , driven by a sequence () of i.i.d. fractional Brownian motions of index . Using the Malliavin calculus techniques and a -th moment maximal inequality for the infinite sum of Skorohod integrals with respect to (), we prove that the equation has a unique solution (in a Banach space of summability exponent ≥ 2), and this solution is Hölder continuous in both time and space.

-theory for the stochastic heat equation with infinite-dimensional fractional noise

Raluca M. Balan — 2012

ESAIM: Probability and Statistics

In this article, we consider the stochastic heat equation d u = ( Δ u + f ( t , x ) ) d t + k = 1 g k ( t , x ) δ β t k , t [ 0 , T ] , with random coefficients and , driven by a sequence () of i.i.d. fractional Brownian motions of index . Using the Malliavin calculus techniques and a -th moment maximal inequality for the infinite sum of Skorohod integrals with respect to (), we prove that the equation has a unique solution (in a Banach space of summability exponent ≥ 2), and this solution is Hölder continuous in both time and space.

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