arXiv subjects
Publications and source records attributed to Tongkeun Chang.
We study stochastic heat equations driven by a class of Lévy processes: du = \De u dt + g dX_t \quad in \quad \bR^d_T, \qquad u(0,x)= 0 \quad in \quad x \in \bR^d. We prove the corresponding estimate \[\norm{u}_{\bH_p^k(\RT)} \le c(p,T) \norm{g}_{\bB_p^{k-\frac2p}(\RT)}\] for $2\le p<\infty$ and $k \in \bR$.
In this paper, we study a Dirichlet problem of a fractional Laplace equation in a bounded Lipschitz domain in $ \R, n \geq 2$. Our main result is that for the given data $F \in \dot H^s(\Om^c), 0 < s<1$, we find the function which satisfies that $\De^s u =0$ in $\Om$, $u|_{\Om^c} =F$ and $|u|_{\dot{H}^s(\R)} \leq c |F|_{\dot H^s(\Om^c)}$. Furthermore, we represent the solution with an integral operator.
In this paper, we characterize parabolic Besov and parabolic Sobolev spaces in ${\bf R}^{n+1}$ and ${\bf R}^{n+1}_T, \,\, T > 0$. We also, study the relation between parabolic Besov spaces in ${\bf R}^{n}_T, \,\, T > 0$ and standard Besov space in $\R$.
We study the boundary integral operator induced from fractional Laplace equation in a bounded Lipschitz domain. As an application, we study the boundary value problem of a fractional Laplace equation.
We consider the initial boundary value problem of non-homogeneous stochastic heat equation. The derivative of the solution with respect to time receives heavy random perturbation. The space boundary is Lipschitz and we impose non-zero cylinder condition. We prove a regularity result after finding suitable spaces for the solution and the pre-assigned datum in the problem. The tools from potential theory, harmonic analysis and probability are used. Some Lemmas are as important as the main Theorem.