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

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

2022
Journal article

The Harmonic Mean Formula For Random Processes

Publisher: Stochastic Analysis and Applications

Authors: Georgiy Shevchenko, Enkelejd Hashorva, Krzysztof Bisewski

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

2011
Journal article

Anatolii Volodymyrovych Skorokhod (1930–2011)

Publisher: Stochastic Processes and their Applications

Authors: Georgiy Shevchenko, Volodymyr Korolyuk, Yuriy Kozachenko, Yulia Mishura, Halyna Syta

2017
Journal article

Wave Equation With A Coloured Stable Noise

Publisher: Random Operators and Stochastic Equations

Authors: Georgiy Shevchenko, Larysa Pryhara

2013
Journal article

Approximation Of Random Variables By Functionals Of The Increments Of A Fractional Brownian Motion

Publisher: Theory of Probability and Mathematical Statistics

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

2022
Journal article

Tail Measures And Regular Variation

Publisher: Electronic Journal of Probability

Authors: Georgiy Shevchenko, Martin Bladt, Enkelejd Hashorva

2011
Working paper

Fractional And Multifractional Models In Finance

Publisher: Taras Shevchenko National University of Kyiv

Authors: Georgiy Shevchenko