Solvability of Parabolic Anderson Equation with Fractional Gaussian Noise
نویسندگان
چکیده
This paper provides necessary as well sufficient conditions on the Hurst parameters so that continuous time parabolic Anderson model $$\frac{\partial u}{\partial t}=\frac{1}{2}\Delta +u{\dot{W}}$$ $$[0, \infty )\times {{\mathbb {R}}}^d $$ with $$d\ge 1$$ has a unique random field solution, where W(t, x) is fractional Brownian sheet {R}}}^d$$ and formally $$\dot{W} =\frac{\partial ^{d+1}}{\partial t \partial x_1 \cdots x_d} x)$$ . When noise white in time, our condition both when initial data u(0, bounded between two positive constants. parameter $$H_0>1/2$$ , condition, which improves known results literature, different from one.
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ژورنال
عنوان ژورنال: Communications in mathematics and statistics
سال: 2022
ISSN: ['2194-671X', '2194-6701']
DOI: https://doi.org/10.1007/s40304-021-00264-5