Some stochastic time-fractional diffusion equations with variable coefficients and time dependent noise
classification
🧮 math.PR
keywords
alphacoefficientsnoisepartialstochastictextittimevariable
read the original abstract
We prove the existence and uniqueness of mild solution for the stochastic partial differential equation $$\left(\partial^\alpha - \textit{B} \right) u(t,x)= u(t,x) \cdot \dot{W}(t,x),$$ where $$\alpha \in (1/2, 1)\cup(1, 2);$$ $\textit{B}$ is an uniform elliptic operator with variable coefficients and $\dot W$ is a Gaussian noise general in time with space covariance given by fractional, Riesz and Bessel kernel.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.