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Averaging principle for fractional heat equations driven by stochastic measures

Guangjun Shen, Jiang-lun Wu Orcid Logo, Xiuwei Yin

Applied Mathematics Letters, Volume: 106, Start page: 106404

Swansea University Author: Jiang-lun Wu Orcid Logo

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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.

Published in: Applied Mathematics Letters
ISSN: 0893-9659
Published: Elsevier BV 2020
Online Access: Check full text

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.
Keywords: Averaging principle; fractional heat equation; stochastic measure; Besov space
College: Faculty of Science and Engineering
Start Page: 106404