陆伟东, 刘俊峰. 一类由空间粗糙高斯噪声驱动分数阶动力学方程的性质研究[J]. 应用概率统计, 2024, 40(1): 139-156. DOI: 10.3969/j.issn.1001-4268.2024.01.009
引用本文: 陆伟东, 刘俊峰. 一类由空间粗糙高斯噪声驱动分数阶动力学方程的性质研究[J]. 应用概率统计, 2024, 40(1): 139-156. DOI: 10.3969/j.issn.1001-4268.2024.01.009
LU Weidong, LIU Junfeng. Some Properties of Fractional Kinetic Equation with Gaussian Noise Rough in Space[J]. Chinese Journal of Applied Probability and Statistics, 2024, 40(1): 139-156. DOI: 10.3969/j.issn.1001-4268.2024.01.009
Citation: LU Weidong, LIU Junfeng. Some Properties of Fractional Kinetic Equation with Gaussian Noise Rough in Space[J]. Chinese Journal of Applied Probability and Statistics, 2024, 40(1): 139-156. DOI: 10.3969/j.issn.1001-4268.2024.01.009

一类由空间粗糙高斯噪声驱动分数阶动力学方程的性质研究

Some Properties of Fractional Kinetic Equation with Gaussian Noise Rough in Space

  • 摘要: 本文主要研究了一类空间粗糙高斯噪声驱动的分数阶动力学方程, 其中高斯噪声关于时间是白色的,关于空间的相依结构由Hurst指数小于1/2的分数布朗运动的协方差刻画.基于Malliavin分析技巧,我们证明了该类方程温和解在Skorohod意义下的存在性.同时证明了其温和解矩的上、下界的估计.最后证明了其温和解关于时间和空间变量的H\"older连续性.

     

    Abstract: In this article, we study a class of fractional kinetic equation driven by Gaussian noise which is white/colored in time and has the covariance of a fractional Brownian motion with Hurst index H<1/2 in space. By using the techniques of Malliavin calculus, we prove the existence of the solution in the Skorohod sense and establish the upper and lower bounds for the moments of the solution. We also deduce the H\"older continuity of the solution with respect to the time and space variables.

     

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