Options
A stochastic fractional Laplace equation driven by colored noise on bounded domain, and its covariance functional
Stochastic Models
2022
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.
Fractional Laplacian
Generalized random field
Spectral representation
Covariance functional
Colored noise