论文标题
关于Banach空间中的分数过程的随机整合
Stochastic integration with respect to fractional processes in Banach spaces
论文作者
论文摘要
在文章中,处理了(可能是非umd)BANACH空间(可能是非高斯)分数过程中的(可能是非umd)的空间中的时间函数的整合。所考虑的分数过程的家族包括,例如,任何赫斯特参数的分数布朗动作,或者更一般而言,分数过滤的广义赫米特过程。被认为的Banach空间类别包括大量最常用的功能空间,例如Lebesgue空间,Sobolev空间,或者更一般而言,BESOV和Lizorkin-Triebel空间。在文章中,对于标量和圆柱分数过程,都给出了维纳积分域在有限和无界间隔上的域的表征。通常,集成汇在$γ$ - 利用运算符的空间中,从某个同质的sobolev-slobodeckii空间进入了被考虑的BANACH空间。此外,如果所考虑的Banach空间是同构的,则与混合Lebesgue空间的笛卡尔产物子空间相同,就可以在集成媒体的角度上进行等效表征。结果随后将其应用于随机卷积,为此,发现了必要的和足够的条件,以实现可测量性和足够的连续性条件。作为应用,显示了解决方案的解决方案的时空连续性$ 200M $ $ $ $ $ $ $ $ $ $ $ $ $ $ $ $ $ $,以及较高规律性的neumann边界噪声的解决方案的解决方案的可测量性。
In the article, integration of temporal functions in (possibly non-UMD) Banach spaces with respect to (possibly non-Gaussian) fractional processes from a finite sum of Wiener chaoses is treated. The family of fractional processes that is considered includes, for example, fractional Brownian motions of any Hurst parameter or, more generally, fractionally filtered generalized Hermite processes. The class of Banach spaces that is considered includes a large variety of the most commonly used function spaces such as the Lebesgue spaces, Sobolev spaces, or, more generally, the Besov and Lizorkin-Triebel spaces. In the article, a characterization of the domains of the Wiener integrals on both bounded and unbounded intervals is given for both scalar and cylindrical fractional processes. In general, the integrand takes values in the space of $γ$-radonifying operators from a certain homogeneous Sobolev-Slobodeckii space into the considered Banach space. Moreover, an equivalent characterization in terms of a pointwise kernel of the integrand is also given if the considered Banach space is isomorphic with a subspace of a cartesian product of mixed Lebesgue spaces. The results are subsequently applied to stochastic convolution for which both necessary and sufficient conditions for measurability and sufficient conditions for continuity are found. As an application, space-time continuity of the solution to a parabolic equation of order $2m$ with distributed noise of low time regularity is shown as well as measurability of the solution to the heat equation with Neumann boundary noise of higher regularity.