Fractional stochastic heat equation with piecewise constant coefficients

Yuliya Mishura; Kostiantyn Ralchenko; Mounir Zili; Eya Zougar

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arXiv · 1910.12655

Fractional stochastic heat equation with piecewise constant coefficients

Yuliya Mishura·Kostiantyn Ralchenko·Mounir Zili·Eya Zougar

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Abstract

We introduce a fractional stochastic heat equation with second order elliptic operator in divergence form, having a piecewise constant diffusion coefficient, and driven by an infinite-dimensional fractional Brownian motion. We characterize the fundamental solution of its deterministic part, and prove the existence and the uniqueness of its solution.

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Yuliya Mishura, Kostiantyn Ralchenko, Mounir Zili, Eya Zougar. 2019-10-28. Fractional stochastic heat equation with piecewise constant coefficients. https://arxiv.org/abs/1910.12655

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