数学物理学报(英文版) ›› 2023, Vol. 43 ›› Issue (1): 349-362.doi: 10.1007/s10473-023-0119-2

• • 上一篇    下一篇

AN INTEGRATION BY PARTS FORMULA FOR STOCHASTIC HEAT EQUATIONS WITH FRACTIONAL NOISE*

Xiuwei YIN   

  1. Department of Statistics, Anhui Normal University, Wuhu 241000, China
  • 收稿日期:2021-05-12 修回日期:2022-06-23 发布日期:2023-03-01
  • 基金资助:
    *Natural Science Foundation of China (11901005, 12071003) and the Natural Science Foundation of Anhui Province (2008085QA20).

AN INTEGRATION BY PARTS FORMULA FOR STOCHASTIC HEAT EQUATIONS WITH FRACTIONAL NOISE*

Xiuwei YIN   

  1. Department of Statistics, Anhui Normal University, Wuhu 241000, China
  • Received:2021-05-12 Revised:2022-06-23 Published:2023-03-01
  • About author:Xiuwei YIN,E-mail: xweiyin@163.com
  • Supported by:
    *Natural Science Foundation of China (11901005, 12071003) and the Natural Science Foundation of Anhui Province (2008085QA20).

摘要: In this paper, we establish the integration by parts formula for the solution of fractional noise driven stochastic heat equations using the method of coupling. As an application, we also obtain the shift Harnack inequalities.

关键词: integration by parts formula, stochastic heat equations, fractional Brownian motion, shift Harnack inequality, coupling by change of measures

Abstract: In this paper, we establish the integration by parts formula for the solution of fractional noise driven stochastic heat equations using the method of coupling. As an application, we also obtain the shift Harnack inequalities.

Key words: integration by parts formula, stochastic heat equations, fractional Brownian motion, shift Harnack inequality, coupling by change of measures