带有加性分数色噪声的混合分数随机热方程

IF 2.5 2区 数学 Q1 MATHEMATICS Fractional Calculus and Applied Analysis Pub Date : 2024-08-08 DOI:10.1007/s13540-024-00317-w
Eya Zougar
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引用次数: 0

摘要

我们研究了由随机噪声驱动的分数随机热方程,该噪声具有与时间变量相关的协方差度量结构,其空间协方差由 Riesz 核给出。这类过程包括怀特彩色噪声、分数彩色噪声和其他相关过程。我们给出了温和解存在的充分条件,并确定了温和解的一些性质。然后,我们研究了当噪声在时间上表现为分数布朗运动时,该解相对于时间变量的自相似性和路径正则性。
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Mixed fractional stochastic heat equation with additive fractional-colored noise

We investigate the fractional stochastic heat equation, driven by a random noise which admits a covariance measure structure with respect to the time variable and has a spatial covariance given by the Riesz kernel. This class of process includes White-colored noise, fractional colored noise and other related processes. We give a sufficient condition for the existence of the mild solution and we establish some properties of its. Then, we study the self similarity and the path regularity of this solution with respect to time variable on the particular case when the noise behaves as a fractional Brownian motion in time.

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来源期刊
Fractional Calculus and Applied Analysis
Fractional Calculus and Applied Analysis MATHEMATICS, APPLIED-MATHEMATICS, INTERDISCIPLINARY APPLICATIONS
CiteScore
4.70
自引率
16.70%
发文量
101
期刊介绍: Fractional Calculus and Applied Analysis (FCAA, abbreviated in the World databases as Fract. Calc. Appl. Anal. or FRACT CALC APPL ANAL) is a specialized international journal for theory and applications of an important branch of Mathematical Analysis (Calculus) where differentiations and integrations can be of arbitrary non-integer order. The high standards of its contents are guaranteed by the prominent members of Editorial Board and the expertise of invited external reviewers, and proven by the recently achieved high values of impact factor (JIF) and impact rang (SJR), launching the journal to top places of the ranking lists of Thomson Reuters and Scopus.
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