Working paper

Existence And Uniqueness Of Mild Solution To Stochastic Heat Equation With White And Fractional Noises

Year:

2018

Published in:

arxiv
Probability
white and fractional noises
mild solution
stochastic heat equation

We prove the existence and uniqueness of a mild solution for a class of non-autonomous parabolic mixed stochastic partial differential equations defined on a bounded open subset D⊂Rd and involving standard and fractional L2(D)-valued Brownian motions. We assume that the coefficients are homogeneous, Lipschitz continuous and the coefficient at the fractional Brownian motion is an affine function.

Other publications by

81 publications found

2020
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Comparative Biomechanical Characteristics of One‑Arm Hang in Climbing for Beginners and Qualified Athletes

Publisher: Acta of Bioengineering and Biomechanics

Authors: Hanna Kniaz, Sergii Kozin, Danil Safronov, Zhanneta Kozina, Olexsii Proskurnia, Kostiantyn Prontenko, Olena Lahno, Volodymyr Goncharenko, Alexandr Kholodniy

2016
Journal article

Approximations For A Solution To Stochastic Heat Equation With Stable Noise

Publisher: Modern Stochastics: Theory and Applications

Authors: Georgiy Shevchenko, Larysa Pryhara

2014
Working paper

Fractional Brownian Motion In A Nutshell

Publisher: arxiv

Authors: Georgiy Shevchenko

2013
Journal article

Malliavin Regularity Of Solutions To Mixed Stochastic Differential Equations

Publisher: Statistics & Probability Letters

Authors: Georgiy Shevchenko, Taras Shalaiko

2015
Journal article

Convergence Of Solutions Of Mixed Stochastic Delay Differential Equations With Applications

Publisher: Applied Mathematics and Computation

Authors: Georgiy Shevchenko, Yulia Mishura, Taras Shalaiko

2017
Journal article

Wave Equation With A Coloured Stable Noise

Publisher: Random Operators and Stochastic Equations

Authors: Georgiy Shevchenko, Larysa Pryhara

2014
Book Chapter

On The Distribution Of Integral Functionals Of A Homogeneous Diffusion Process

Publisher: Bocconi & Springer Series

Authors: Georgiy Shevchenko, M. Perestyuk, Yulia Mishura

2011
Journal article

Real Harmonizable Multifractional Stable Process And Its Local Properties

Publisher: Stochastic Processes and their Applications

Authors: Georgiy Shevchenko, Marco Dozzi, Yulia Mishura, Kostiantyn Ral’chenko

2022
Journal article

Tail Measures And Regular Variation

Publisher: Electronic Journal of Probability

Authors: Georgiy Shevchenko, Martin Bladt, Enkelejd Hashorva

2020
Journal article

Limit Theorems For Additive Functionals Of Continuous Time Random Walks

Publisher: Proceedings of the Royal Society of Edinburgh: Section A Mathematics

Authors: Georgiy Shevchenko, Yuri M. Zhukov, Yulia Mishura