A stochastic fractional Laplace equation driven by colored noise on bounded domain, and its covariance functional

Nicolás Piña, Tomás Caraballo, Emilio Porcu

Research output: Contribution to journalArticlepeer-review

Abstract

The paper provides conditions for the fractional Laplacian and its spectral representation on stationary Gaussian random fields to be well-defined. In addition, we study existence and uniqueness of the weak solution for a stochastic fractional elliptic equation driven by an additive colored noise over an open bounded set. Both spectral and variational approaches are used to provide a solution. Further, the functional covariance associated with the solution is derived.

Original languageBritish English
Pages (from-to)365-389
Number of pages25
JournalStochastic Models
Volume38
Issue number3
DOIs
StatePublished - 2022

Keywords

  • colored noise
  • covariance functional
  • Fractional Laplacian
  • generalized random field
  • spectral representation

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