Mixed Fractional Heat Equation Driven by Fractional Brownian Sheet and Lévy Process
We consider the stochastic heat equation of the form ∂u/∂t=(Δ+Δα)u+(∂f/∂x)(t,x,u)+σ(t,x,u)L˙+W˙H, where W˙H is the fractional noise, L˙ is a (pure jump) Lévy space-time white noise, Δ is Laplacian, and Δα=-(-Δ)α/2 is the fractional Laplacian generator on R, and f,σ:[0,T]×R×R→R are measurable functio...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2017-01-01
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| Series: | Mathematical Problems in Engineering |
| Online Access: | http://dx.doi.org/10.1155/2017/8059796 |