Stochastic generalized Burgers equations driven by fractional noises

被引：44
|
作者：
Jiang, Yiming [1 ,2 ]
Wei, Tingting [1 ,2 ]
Zhou, Xiaowen [3 ]
机构：
[1] Nankai Univ, Sch Math Sci, Tianjin 300071, Peoples R China
[2] Nankai Univ, LPMC, Tianjin 300071, Peoples R China
[3] Concordia Univ, Dept Math & Stat, Montreal, PQ H4B 1R6, Canada
来源：
JOURNAL OF DIFFERENTIAL EQUATIONS | 2012年 / 252卷 / 02期
基金：
加拿大自然科学与工程研究理事会;
关键词：
Stochastic generalized Burgers equation; Fractional noise; Density of the law; Malliavin calculus; HEAT-EQUATIONS; EXISTENCE; SPDES;
D O I：
10.1016/j.jde.2011.07.032
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
The existence and uniqueness are proved for the solutions to a class of stochastic generalized Burgers equations driven by multi-parameter fractional noises. In addition, the existence and moment estimate are also obtained for the density of such a solution. (C) 2011 Elsevier Inc. All rights reserved.
引用
收藏
页码：1934 / 1961
页数：28
相关论文
共 50 条
  • [21] Periodic Solutions of Stochastic Differential Equations Driven by Levy Noises
    Guo, Xiao-Xia
    Sun, Wei
    JOURNAL OF NONLINEAR SCIENCE, 2021, 31 (02)
  • [22] Stochastic generalized fractional HP equations and applications
    Albu, I. D.
    Neamtu, M.
    Opris, D.
    BSG PROCEEDINGS 17 - PROCEEDINGS OF THE INTERNATIONAL CONFERENCE OF DIFFERENTIAL GEOMETRY AND DYNAMICAL SYSTEMS (DGDS-2009), 2010, : 1 - 11
  • [23] Stochastic generalized fractional HP equations and applications
    Albu, I. D.
    Neamtu, M.
    Opris, D.
    BSG PROCEEDINGS 17, 2010, 17 : 1 - 11
  • [24] Exponential Ergodicity of Stochastic Burgers Equations Driven by α-Stable Processes
    Dong, Zhao
    Xu, Lihu
    Zhang, Xicheng
    JOURNAL OF STATISTICAL PHYSICS, 2014, 154 (04) : 929 - 949
  • [25] Exponential Ergodicity of Stochastic Burgers Equations Driven by α-Stable Processes
    Zhao Dong
    Lihu Xu
    Xicheng Zhang
    Journal of Statistical Physics, 2014, 154 : 929 - 949
  • [26] Data-Driven Model Reduction for Stochastic Burgers Equations
    Lu, Fei
    ENTROPY, 2020, 22 (12) : 1 - 22
  • [27] Least squares estimator for stochastic differential equations driven by small fractional Levy noises from discrete observations
    Yu, Qian
    Shen, Guangjun
    Xu, Wentao
    STOCHASTICS AND DYNAMICS, 2021, 21 (07)
  • [28] On stochastic diffusion equations and stochastic Burgers' equations
    Truman, A
    Zhao, HZ
    JOURNAL OF MATHEMATICAL PHYSICS, 1996, 37 (01) : 283 - 307
  • [29] Derivative Formulas and Applications for Degenerate Stochastic Differential Equations with Fractional Noises
    Xiliang Fan
    Journal of Theoretical Probability, 2019, 32 : 1360 - 1381
  • [30] Derivative Formulas and Applications for Degenerate Stochastic Differential Equations with Fractional Noises
    Fan, Xiliang
    JOURNAL OF THEORETICAL PROBABILITY, 2019, 32 (03) : 1360 - 1381
12345