分数布朗单驱动的一类随机偏微分方程的弱解  

Weak Solution for Stochastic Partial Differential Equations Driven by a Fractional Brownian Sheet withMonotone Drift

作　　者：夏晓宇 闫理坦[1] 

机构地区：[1]东华大学理学院,上海

出　　处：《应用数学进展》2019年第11期1766-1774,共9页Advances in Applied Mathematics

摘　　要：本文旨在研究分数布朗单驱动的一类随机偏微分方程的弱解问题。首先,BH,H′={BH,H′,z∈[0,T]2}为一个分数布朗单,其中Hurst指数为(H,H′),我们考虑随机偏微分方程 并限定系数b ,使它满足所谓的局部线性增长条件。随后证明了这类随机偏微分方程弱解的存在唯一性。In this note,we will study weak solution of hyperbolic stochastic partial differential Equation (1). Where BH,H′={BH,H′,z∈[0,T]2} is a Fractional Brownian sheet and b is under the so-called locally linear growth condition.Then we prove the existence and uniqueness of the weak solution of this kind of stochastic difffferential equation.

关 键 词：分数布朗单 随机偏微分方程 弱解 

分 类 号：O17[理学—数学]