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Averaging principle for fractional heat equations driven by stochastic measures
,
Xiuwei Yin
Applied Mathematics Letters, Volume: 106, Start page: 106404
Swansea University Author:
Jiang-lun Wu
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DOI (Published version): 10.1016/j.aml.2020.106404
Abstract
In this paper, by utilising Besov space techniques, we establish the time averaging principle for a heat equation with fractional Laplace driven by a general stochastic measure $\mu$ which is assumed (only) to satisfy the $\sigma$-additivity in probability.
| Published in: | Applied Mathematics Letters |
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| ISSN: | 0893-9659 |
| Published: |
Elsevier BV
2020
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| Online Access: |
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa53933 |
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| Abstract: |
In this paper, by utilising Besov space techniques, we establish the time averaging principle for a heat equation with fractional Laplace driven by a general stochastic measure $\mu$ which is assumed (only) to satisfy the $\sigma$-additivity in probability. |
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| Keywords: |
Averaging principle; fractional heat equation; stochastic measure; Besov space |
| College: |
Faculty of Science and Engineering |
| Start Page: |
106404 |