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arxiv: 0905.2150 · v1 · submitted 2009-05-13 · 🧮 math.PR

L_p-Theory for the Stochastic Heat Equation with Infinite-Dimensional Fractional Noise

classification 🧮 math.PR
keywords betaequationdeltafractionalheatsolutionspacestochastic
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In this article, we consider the stochastic heat equation $du=(\Delta u+f(t,x))dt+ \sum_{k=1}^{\infty} g^{k}(t,x) \delta \beta_t^k, t \in [0,T]$, with random coefficients $f$ and $g^k$, driven by a sequence $(\beta^k)_k$ of i.i.d. fractional Brownian motions of index $H>1/2$. Using the Malliavin calculus techniques and a $p$-th moment maximal inequality for the infinite sum of Skorohod integrals with respect to $(\beta^k)_k$, we prove that the equation has a unique solution (in a Banach space of summability exponent $p \geq 2$), and this solution is H\"older continuous in both time and space.

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