Reaction-Diffusion Equations with Polynomial Drifts Driven by Fractional Brownian Motions

Autor:	Shiva Zamani
Rok vydání:	2010
Předmět:	Statistics and Probability Polynomial Fractional Brownian motion Stochastic process Applied Mathematics Ordinary differential equation Reaction–diffusion system Mathematical analysis Uniform boundedness Uniqueness Statistics Probability and Uncertainty Brownian motion Mathematics
Zdroj:	Stochastic Analysis and Applications. 28:1020-1039
ISSN:	1532-9356 0736-2994
DOI:	10.1080/07362994.2010.515483
Popis:	A reaction-diffusion equation on [0, 1] d with the heat conductivity κ > 0, a polynomial drift term and an additive noise, fractional in time with H > 1/2, and colored in space, is considered. We have shown the existence, uniqueness and uniform boundedness of solution with respect to κ. Also we show that if κ tends to infinity, then the corresponding solutions of the equation converge to a process satisfying a stochastic ordinary differential equation.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::30ad35fea94c076ab4de4cb2feeaf7e2 https://doi.org/10.1080/07362994.2010.515483 Zobrazit plný text záznamu