Existence and uniqueness of mild solution to stochastic heat equation with white and fractional noises
classification
🧮 math.PR
keywords
fractionalbrownianexistencemildsolutionstochasticsubsetuniqueness
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We prove the existence and uniqueness of a mild solution for a class of non-autonomous parabolic mixed stochastic partial differential equations defined on a bounded open subset $D \subset \mathbb{R}^d$ and involving standard and fractional $L^2(D)$-valued Brownian motions. We assume that the coefficients are homogeneous, Lipschitz continuous and the coefficient at the fractional Brownian motion is an affine function.
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