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STOCHASTIC HEAT EQUATION WITH FRACTIONAL LAPLACIAN AND FRACTIONAL NOISE:EXISTENCE OF THE SOLUTION AND ANALYSIS OF ITS DENSITY 被引量:1
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作者 刘俊峰 Ciprian A.TUDOR 《Acta Mathematica Scientia》 SCIE CSCD 2017年第6期1545-1566,共22页
In this paper we study a fractional stochastic heat equation on Rd (d 〉 1) with additive noise /t u(t, x) = Dα/δ u(t, x)+ b(u(t, x) ) + WH (t, x) where D α/δ is a nonlocal fractional differential... In this paper we study a fractional stochastic heat equation on Rd (d 〉 1) with additive noise /t u(t, x) = Dα/δ u(t, x)+ b(u(t, x) ) + WH (t, x) where D α/δ is a nonlocal fractional differential operator and W H is a Gaussian-colored noise. We show the existence and the uniqueness of the mild solution for this equation. In addition, in the case of space dimension d = 1, we prove the existence of the density for this solution and we establish lower and upper Gaussian bounds for the density by Malliavin calculus. 展开更多
关键词 stochastic partial differential equation fractional Brownian motion Malliavincalculus gaussian density estimates
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一类时间—空间分数随机动力学方程解的密度分析
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作者 刘俊峰 《数学进展》 CSCD 北大核心 2022年第4期737-756,共20页
本文主要研究了一类由可乘高斯噪声驱动的时间—空间分数随机动力学方程,其中该高斯噪声关于时间变量是白的,关于空间变量是齐次的.利用Malliavin分析技巧,证明了此类方程解的一些密度性质:存在性、光滑性以及高斯型估计.
关键词 时间—空间分数随机动力学方程 Malliavin分析 密度光滑性 高斯密度估计
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