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.

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