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On $L_p$-solution of fractional heat equation driven by fractional Brownian motion
Authors:Litan Yan and Xianye Yu
Affiliation:College of Information Science and Technology, Donghua University 2999 North Renmin Rd. Songjiang, Shanghai 201620, China;Department of Mathematics, College of Science, Donghua University, 2999 North Renmin Rd., Songjiang, Shanghai 201620, China and College of Information Science and Technology, Donghua University 2999 North Renmin Rd. Songjiang, Shanghai 201620, China
Abstract:In this paper, we study the fractional stochastic heat equation driven by fractional Brownian motions of the form$$du(t,x)=left(-(-Delta)^{alpha/2}u(t,x)+f(t,x)right)dt +sumlimits^{infty}_{k=1} g^k(t,x)deltabeta^k_t$$with $u(0,x)=u_0$, $tin[0,T]$ and $xinmathbb{R}^d$, where $beta^k={beta^k_t,tin[0,T]},kgeq1$ is a sequence of i.i.d. fractional Brownian motions with the same Hurst index $H>1/2$ and the integral with respect to fractional Brownian motion is Skorohod integral. By adopting the framework given by Krylov, we prove the existence and uniqueness of $L_p$-solution to such equation.
Keywords:Fractional Brownian motion   fractional heat equation   the Littlewood-Paley inequality.
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