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In this paper, we consider a semilinear stochastic heat equation driven by an additive fractional white noise. Under the pathwise uniqueness property, we establish various strong stability results. As a consequence, we give an application to the convergence of the Picard successive approximation.
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참고문헌 (24)
참고문헌 신청
E. Alos / 2003 / Stochastic integration with respect to the fractional Brownian motion / Stoch. Stoch. Rep 75(3):129~152
K. Bahlali / 2008 / Stability and genericity for spde's driven by spatially correlated noise / J. Math. Kyoto Univ 48(4):699~724
K. Bahlali / 1998 / Seminaire de Probabilites, XXXII / Springer :166~187
R. M. Balan / 2009 / Erratum to: "The stochastic heat equation with fractionalcolored noise: existence of the solution" / ALEA Lat. Am. J. Probab. Math. Stat 6:343~347
V. Bally / 1994 / White noise driven parabolic SPDEs with measurable drift / J. Funct. Anal 120(2):484~510
K. Bahlali / 2008 / Stability and genericity for spde's driven by spatially correlated noise / J. Math. Kyoto Univ 48(4):699~724
K. Bahlali / 1998 / Seminaire de Probabilites, XXXII / Springer :166~187
R. M. Balan / 2009 / Erratum to: "The stochastic heat equation with fractionalcolored noise: existence of the solution" / ALEA Lat. Am. J. Probab. Math. Stat 6:343~347
V. Bally / 1994 / White noise driven parabolic SPDEs with measurable drift / J. Funct. Anal 120(2):484~510
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