SOME LINEAR SPDEs DRIVEN BY A FRACTIONAL NOISE WITH HURST INDEX GREATER THAN 1/2
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Bibliographic record
Abstract
In this article, we identify the necessary and sufficient conditions for the existence of a random field solution for some linear stochastic partial differential equations (spde's) of parabolic and hyperbolic type. These equations rely on a spatial operator [Formula: see text] given by the L 2 -generator of a d-dimensional Lévy process X = (X t ) t≥0 , and are driven by a spatially-homogeneous Gaussian noise, which is fractional in time with Hurst index H > 1/2. As an application, we consider the case when X is a β-stable process, with β ∈ (0, 2]. In the parabolic case, we develop a connection with the potential theory of the Markov process [Formula: see text] (defined as the symmetrization of X), and we show that the existence of the solution is related to the existence of a "weighted" intersection local time of two independent copies of [Formula: see text].
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| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.000 | 0.000 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.000 | 0.001 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.000 | 0.000 |
| Open science | 0.000 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
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