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Nonlinear stochastic time-fractional slow and fast diffusion equations on [formula omitted].
- Source :
-
Stochastic Processes & Their Applications . Dec2019, Vol. 129 Issue 12, p5073-5112. 40p. - Publication Year :
- 2019
-
Abstract
- This paper studies the nonlinear stochastic partial differential equation of fractional orders both in space and time variables: ∂ β + ν 2 (− Δ) α ∕ 2 u (t , x) = I t γ ρ (u (t , x)) W ̇ (t , x) , t > 0 , x ∈ R d , where W ̇ is the space–time white noise, α ∈ (0 , 2 ] , β ∈ (0 , 2) , γ ≥ 0 and ν > 0. Fundamental solutions and their properties, in particular the nonnegativity, are derived. The existence and uniqueness of solution together with the moment bounds of the solution are obtained under Dalang's condition: d < 2 α + α β min (2 γ − 1 , 0). In some cases, the initial data can be measures. When β ∈ (0 , 1 ] , we prove the sample path regularity of the solution. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 03044149
- Volume :
- 129
- Issue :
- 12
- Database :
- Academic Search Index
- Journal :
- Stochastic Processes & Their Applications
- Publication Type :
- Academic Journal
- Accession number :
- 139387773
- Full Text :
- https://doi.org/10.1016/j.spa.2019.01.003