On Some Properties of a Class of Fractional Stochastic Heat Equations

Wei Liu, Kuanhou Tian and Mohammud Foondun ()
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Wei Liu: Shanghai Normal University
Kuanhou Tian: Loughborough University
Mohammud Foondun: Loughborough University

Journal of Theoretical Probability, 2017, vol. 30, issue 4, 1310-1333

Abstract: Abstract We consider nonlinear parabolic stochastic equations of the form $$\partial _t u=\mathcal {L}u + \lambda \sigma (u)\dot{\xi }$$ ∂ t u = L u + λ σ ( u ) ξ ˙ on the ball $$B(0,\,R)$$ B ( 0 , R ) , where $$\dot{\xi }$$ ξ ˙ denotes some Gaussian noise and $$\sigma $$ σ is Lipschitz continuous. Here $$\mathcal {L}$$ L corresponds to a symmetric $$\alpha $$ α -stable process killed upon exiting B(0, R). We will consider two types of noises: space-time white noise and spatially correlated noise. Under a linear growth condition on $$\sigma $$ σ , we study growth properties of the second moment of the solutions. Our results are significant extensions of those in Foondun and Joseph (Stoch Process Appl, 2014) and complement those of Khoshnevisan and Kim (Proc AMS, 2013, Ann Probab, 2014).

Keywords: Stochastic partial differential equations; Fractional Laplacian; Stochastic heat equation; Heat kernel; Primary 60H15; Secondary 82B44 (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1007/s10959-016-0684-6

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