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Mixed Fractional Heat Equation Driven by Fractional Brownian Sheet and Lévy Process

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  • Dengfeng Xia
  • Litan Yan
  • Weiyin Fei

Abstract

We consider the stochastic heat equation of the form where is the fractional noise, is a (pure jump) Lévy space-time white noise, is Laplacian, and is the fractional Laplacian generator on , and are measurable functions. We introduce the existence and uniqueness of the solution by the fixed point principle under some suitable assumptions.

Suggested Citation

  • Dengfeng Xia & Litan Yan & Weiyin Fei, 2017. "Mixed Fractional Heat Equation Driven by Fractional Brownian Sheet and Lévy Process," Mathematical Problems in Engineering, Hindawi, vol. 2017, pages 1-9, April.
    • Handle: RePEc:hin:jnlmpe:8059796
    DOI: 10.1155/2017/8059796
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