Stochastic Burgers' equation driven by fractional Brownian motion

被引：29

作者：

Wang, Guolian ^{[1
]}

Zeng, Ming ^{[1
]}

Guo, Boling ^{[2
]}

机构：

[1] Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

[2] Inst Appl Phys & Computat Math, Beijing 100088, Peoples R China

来源：

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2010年 / 371卷 / 01期

关键词：

Burgers' equation; Fractional Brownian motion; Hurst parameter; NOISE; CALCULUS;

D O I：

10.1016/j.jmaa.2010.05.015

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we consider the stochastic Burgers' equation driven by a genuine cylindrical fractional Brownian motion with Hurst parameter H > 1/4. We first prove the regularities of the solution to the linear stochastic problem corresponding to the stochastic Burgers' equation. Then we obtain the local and global existence and uniqueness results for the stochastic Burgers' equation. (C) 2010 Elsevier Inc. All rights reserved.

引用

页码：210 / 222

页数：13

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