Space-time fractional stochastic partial differential equations with Lévy noise (Q2176143): Difference between revisions

This paper treats the following two space-time fractional stochastic partial differential equations with Lévy noise in \((d+1)\) dimensions: \[ \frac{\partial^{\beta} u}{\partial t^{\beta}}+\nu(-\varDelta)^{\alpha/2}u =I_t^{1-\beta}\left[\int_{ {\mathbb R}^d}\sigma(u(t,x),h)\tilde{N}(t,x,h) \right]\tag{1} \] and \[ \frac{ \partial^{\beta} u}{\partial t^{\beta} } + \nu ( - \varDelta)^{\alpha/2} u = I_t^{1 - \beta} \left[ \int_{ {\mathbb R}^d} \sigma( u(t,x), h) N(t,x,h) \right],\tag{2} \] where \(\alpha \in (0,2]\), \(d < \min (2, \beta^{-1} )\alpha\), \(\nu > 0\), \(\partial_t^{\beta}\) is the Caputo fractional derivative, \(- (- \varDelta)^{\alpha/2}\) is the generator of an isotropic stable process, \(I_t^{1-\beta}\) is the fractional integral operator and \(N(t,x)\) is Poisson random measure with the compensated Poisson random measure \(\tilde{N}(t,x)\), and \(\sigma : {\mathbb R} \to {\mathbb R}\) is a Lipschitz continuous function. The authors prove the existence and uniqueness of mild solutions to the equations (1) (resp. (2)) under the assumption that there is a non-negative function \(J\) such that \[ \vert \sigma(x,h) - \sigma(y,h) \vert \leqslant J(h) C \vert x - y \vert\text{ with the Lévy measure }\mu \] and \[ \int_{ {\mathbb R}^d} J(h)^2 \mu(d h) \leqslant K, \quad \text{ for a certain } K > 0 \] as for (1) (resp. under the assumption that there is a non-negative function \(\tilde{J}\) such that \[ \vert \sigma(x,h) - \sigma(y,h) \vert \leqslant \tilde{J}(h) C \vert x - y \vert\text{ with the Lévy measure }\mu \] and \[ \int_{ {\mathbb R}^d} \tilde{J}(h) \mu(d h) \leqslant K,\quad\text{ for a certain } K > 0 \] as for (2)), respectively. These results are some extensions of the results obtained in the case of parabolic stochastic partial differential equations, cf. [\textit{M. Foondun} and \textit{D. Khoshnevisan}, Electron. J. Probab. 14, 548--568 (2009; Zbl 1190.60051); \textit{J. B. Walsh}, Lect. Notes Math. 1180, 265--437 (1986; Zbl 0608.60060)]. Under the linear growth of \(\sigma\), they show that the solutions to (1) and (2) satisfy an exponential growth with respect to the time. Furthermore, they discuss the existence of the finite energy solution and the blow-up and non-existence of the solution for both equations under some specific conditions. These are some extension of the results in the papers [\textit{J. B. Mijena} and \textit{E. Nane}, Stochastic Processes Appl. 125, No. 9, 3301--3326 (2015; Zbl 1329.60216); \textit{E. M. Omaba} et al., Asian Res. J. Math. 4, 1--14 (2017)]. For other related works, see e.g. [\textit{V. V. Anh} et al., Fract. Calc. Appl. Anal. 19, No. 5, 1161--1199 (2016; Zbl 1354.60065)] for space-time fractional stochastic equations, [\textit{V. V. Anh} et al., Fract. Calc. Appl. Anal. 19, No. 6, 1434--1459 (2016; Zbl 1355.60082)] for fractional-in -time and multifractional-in-space stochastic partial differential equations, and [\textit{Z.-Q. Chen} et al., Stochastic Processes Appl. 125, No. 4, 1470--1499 (2015; Zbl 1322.60106)] for fractional time stochastic partial differential equations.