On some properties of a class of fractional stochastic heat equations

Liu, Wei and Tian, Kuanhou and Foondun, Mohammud (2016) On some properties of a class of fractional stochastic heat equations. Journal of Theoretical Probability. ISSN 0894-9840

[img]
Preview
Text (Liu-et-al-JTP-2016-On-some-properties-of-a-class)
Liu_et_al_JTP_2016_On_some_properties_of_a_class.pdf
Final Published Version
License: Creative Commons Attribution 4.0 logo

Download (527kB)| Preview

    Abstract

    We consider nonlinear parabolic stochastic equations of the form ∂tu=Lu+λσ(u)ξ˙∂tu=Lu+λσ(u)ξ˙ on the ball B(0,R)B(0,R) , where ξ˙ξ˙ denotes some Gaussian noise and σσ is Lipschitz continuous. Here LL corresponds to a symmetric αα -stable process killed upon exiting B(0, R). We will consider two types of noises: space-time white noise and spatially correlated noise. Under a linear growth condition on σσ , we study growth properties of the second moment of the solutions. Our results are significant extensions of those in Foondun and Joseph (Stoch Process Appl, 2014) and complement those of Khoshnevisan and Kim (Proc AMS, 2013, Ann Probab, 2014).