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Variational solutions for partial differential equations driven by a fractional noise
Authors:David Nualart
Affiliation:Facultat de Matemàtiques, Universitat de Barcelona, UMR-CNRS 7502, Université Henri-Poincaré, Nancy, France
Abstract:In this article we develop an existence and uniqueness theory of variational solutions for a class of nonautonomous stochastic partial differential equations of parabolic type defined on a bounded open subset DRd and driven by an infinite-dimensional multiplicative fractional noise. We introduce two notions of such solutions for them and prove their existence and their indistinguishability by assuming that the noise is derived from an L2(D)-valued fractional Wiener process WH with Hurst parameter View the MathML source, whose covariance operator satisfies appropriate integrability conditions, and where γ∈(0,1] denotes the Hölder exponent of the derivative of the nonlinearity in the stochastic term of the equations. We also prove the uniqueness of solutions when the stochastic term is an affine function of the unknown random field. Our existence and uniqueness proofs rest upon the construction and the convergence of a suitable sequence of Faedo-Galerkin approximations, while our proof of indistinguishability is based on certain density arguments as well as on new continuity properties of the stochastic integral we define with respect to WH.
Keywords:Fractional stochastic partial differential equations   Variational solutions
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