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总览 评价 江一鸣 * ( 南开大学数学科学学院,天津 300071; ) 摘要: 这篇文章主要讨论一类带反射的随机椭圆方程,其噪声扰动项是分式噪声,并满足狄氏边界条件。文章首先介绍分式积分,并定义这类随机椭圆方程的(弱)解。在给出相关分式格林函数的估计基础
江一鸣*
(
南开大学数学科学学院,天津 300071; )
摘要:
这篇文章主要讨论一类带反射的随机椭圆方程,其噪声扰动项是分式噪声,并满足狄氏边界条件。文章首先介绍分式积分,并定义这类随机椭圆方程的(弱)解。在给出相关分式格林函数的估计基础上,利用Picard 迭代法证得此类方程(弱)解的存在唯一性。
关键词:
概率论;反射随机椭圆方程;分式噪声
JIANG Yi-Ming*
(
School of Mathematical Sciences, Nankai University, Tianjin 300071; )
Abstract:
This paper deals with a class of reflected stochastic elliptic equations driven by fractional noises with Dirichlet boundary condition. We first introduce the fractional integral and give thedefinition of the solution on the elliptic equation. Then the estimation on the fractional Green kernel is given. We mainly investigate the existence and uniqueness of the (weak) solution by employing the Picarditeration scheme.
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