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| Stochastic Fractional Anderson Models with Fractional Noises |
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Citation： |
Yiming JIANG,Kehua SHI,Yongjin WANG.Stochastic Fractional Anderson Models with Fractional Noises[J].Chinese Annals of Mathematics B,2010,31(1):101~118 |
| Page view： 1956
Net amount： 1511 |
Authors： |
Yiming JIANG; Kehua SHI; Yongjin WANG; |
Foundation： |
the National Natural Science Foundation of China (No. 10871103). |
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| Abstract： |
The authors are concerned with a class of one-dimensional stochastic Anderson
models with double-parameter fractional noises, whose differential operators are fractional.
A unique solution for the model in some appropriate Hilbert space is constructed. Moreover,
the Lyapunov exponent of the solution is estimated, and its H¨older continuity is
studied. On the other hand, the absolute continuity of the solution is also discussed. |
Keywords： |
Anderson models, Fractional noises, Lyapunov exponent, H¨older continuity,
Absolute continuity |
Classification： |
34A34, 49N60 |
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