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arxiv: 1502.05514 · v1 · pith:GHZW3SYXnew · submitted 2015-02-19 · 🧮 math.PR

Fractional diffusion in Gaussian noisy environment

classification 🧮 math.PR
keywords fractionalalphagaussianorderdiffusionenvironmentnoisyrespect
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We study the fractional diffusion in a Gaussian noisy environment as described by the fractional order stochastic partial equations of the following form: $D_t^\alpha u(t, x)=\textit{B}u+u\cdot W^H$, where $D_t^\alpha$ is the fractional derivative of order $\alpha$ with respect to the time variable $t$, $\textit{B}$ is a second order elliptic operator with respect to the space variable $x\in\mathbb{R}^d$, and $W^H$ a fractional Gaussian noise of Hurst parameter $H=(H_1, \cdots, H_d)$. We obtain conditions satisfied by $\alpha$ and $H$ so that the square integrable solution $u$ exists uniquely .

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