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REGULARIZATION OF QUASILINEAR HEAT EQUATIONS BY A FRACTIONAL NOISE
54
Citations
12
References
2004
Year
Fractional-order SystemSuitable Integrability ConditionGirsanov TheoremParabolic EquationAnomalous DiffusionFractional StochasticsStochastic Differential EquationFractional DynamicQuasilinear Parabolic Equation
We show the existence and uniqueness of a solution for a quasilinear parabolic equation in one dimension driven by an additive fractional white noise, assuming that the drift is measurable and satisfies a suitable integrability condition. The proof is based on Girsanov theorem and lower estimates of the density of the solution of the equation without drift.
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