scholarly journals On a Fractional SPDE Driven by Fractional Noise and a Pure Jump Lévy Noise inℝd

2014 ◽  
Vol 2014 ◽  
pp. 1-10 ◽  
Author(s):  
Xichao Sun ◽  
Zhi Wang ◽  
Jing Cui

We study a stochastic partial differential equation in the whole spacex∈ℝd, with arbitrary dimensiond≥1, driven by fractional noise and a pure jump Lévy space-time white noise. Our equation involves a fractional derivative operator. Under some suitable assumptions, we establish the existence and uniqueness of the global mild solution via fixed point principle.

2001 ◽  
Vol 14 (4) ◽  
pp. 329-339 ◽  
Author(s):  
P. Balasubramaniam ◽  
J. P. Dauer

Controllability of semilinear stochastic evolution equations is studied by using stochastic versions of the well-known fixed point theorem and semigroup theory. An application to a stochastic partial differential equation is given.


Author(s):  
Zhonibek Zhumaev ◽  
Durdimurod Durdiev

This article is concerned with the study of the unique solvability of inverse boundary value problem for integro-differential heat equation. To study the solvability of the inverse problem, we first reduce the considered problem to an auxiliary system with trivial data and prove its equivalence (in a certain sense) to the original problem. Then using the Banach fixed point principle, the existence and uniqueness of a solution to this system is shown.


2017 ◽  
Vol 2017 ◽  
pp. 1-9 ◽  
Author(s):  
Dengfeng Xia ◽  
Litan Yan ◽  
Weiyin Fei

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,whereW˙His the fractional noise,L˙is a (pure jump) Lévy space-time white noise,Δis Laplacian, andΔα=-(-Δ)α/2is the fractional Laplacian generator onR, andf,σ:[0,T]×R×R→Rare measurable functions. We introduce the existence and uniqueness of the solution by the fixed point principle under some suitable assumptions.


2008 ◽  
Vol 08 (02) ◽  
pp. 271-294 ◽  
Author(s):  
B. BOUFOUSSI ◽  
N. MRHARDY

In this paper, we establish by means of Yosida approximation, the existence and uniqueness of the solution of a backward doubly stochastic differential equation whose coefficient contains the subdifferential of a convex function. We will use this result to prove the existence of stochastic viscosity solution for some multivalued parabolic stochastic partial differential equation.


2020 ◽  
Vol 19 ◽  

This paper focuses on the study of the existence of a mild solution to time and space-fractional stochastic equation perturbed by multiplicative white noise. The required results are obtained by means of Sadovskii’s fixed point theorem.


2020 ◽  
Vol 2020 (1) ◽  
Author(s):  
Idris Ahmed ◽  
Poom Kumam ◽  
Jamilu Abubakar ◽  
Piyachat Borisut ◽  
Kanokwan Sitthithakerngkiet

Abstract This study investigates the solutions of an impulsive fractional differential equation incorporated with a pantograph. This work extends and improves some results of the impulsive fractional differential equation. A differential equation of an impulsive fractional pantograph with a more general anti-periodic boundary condition is proposed. By employing the well-known fixed point theorems of Banach and Krasnoselskii, the existence and uniqueness of the solution of the proposed problem are established. Furthermore, two examples are presented to support our theoretical analysis.


Sign in / Sign up

Export Citation Format

Share Document