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SPDE with generalized drift and fractional-type noise
Authors:Ciprian A. Tudor  Mounir Zili
Affiliation:1.Laboratoire Paul Painlevé,Université de Lille 1,Villeneuve d’Ascq,France;2.Facultad de Ingeniería,Universidad de Valparaíso CIMFAV,Valparaiso,Chile;3.Department of Mathematics, Faculty of sciences of Monastir,University of Monastir,Monastir,Tunisia
Abstract:We consider a stochastic partial differential equation involving a second order differential operator whose drift is discontinuous. The equation is driven by a Gaussian noise which behaves as a Wiener process in space and the time covariance generates a signed measure. This class includes the Brownian motion, fractional Brownian motion and other related processes. We give a necessary and sufficient condition for the existence of the solution and we study the path regularity of this solution.
Keywords:
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