Title of article :
On a stochastic partial differential equation with a fractional Laplacian operator
Author/Authors :
Chang، نويسنده , , Tongkeun and Lee، نويسنده , , Kijung، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2012
Abstract :
In this article, we consider the regularity of the solution of d u ( t , x ) = ( Δ α 2 u ( t , x ) + f ( t , x ) ) d t + ∑ i = 1 m g i ( t , x ) d w t i , u ( 0 , x ) = u 0 ( x ) . We adopt the framework given in some works of Krylov which are related to the theory of stochastic partial differential equations with the Laplace operator. We construct the important estimates for the theory and prove regularity theorems using them.
Keywords :
Stochastic partial differential equations , Regularity , Fractional Laplacian operators
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications