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arxiv: 1605.01831 · v1 · pith:UVMWCNUInew · submitted 2016-05-06 · 🧮 math.PR

Some stochastic time-fractional diffusion equations with variable coefficients and time dependent noise

classification 🧮 math.PR
keywords alphacoefficientsnoisepartialstochastictextittimevariable
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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.

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