REGULARIZATION OF QUASILINEAR HEAT EQUATIONS BY A FRACTIONAL NOISE
REGULARIZATION OF QUASILINEAR HEAT EQUATIONS BY A FRACTIONAL NOISE
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DOI：
10.1142/s0219493704001012
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发表时间：
2004-06
影响因子：
1.1
通讯作者：
D. Nualart;Y. Ouknine
中科院分区：
文献类型：
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作者：
D. Nualart;Y. Ouknine
在漂移可测且满足适当的可积性条件下，证明了在加性分数白色噪声驱动下的一维拟线性抛物方程解的存在唯一性.证明是基于Girsanov定理和无漂移方程解的密度的下估计。
We show the existence and uniqueness of a solution for a quasilinear parabolic equation in one dimension driven by an additive fractional white noise, assuming that the drift is measurable and satisfies a suitable integrability condition. The proof is based on Girsanov theorem and lower estimates of the density of the solution of the equation without drift.