A Sobolev space theory for stochastic partial differential equations with time-fractional derivatives (Q2327941): Difference between revisions

The authors present an \(L_p\)-theory (\(p\geq 2\)) for semi-linear stochastic partial differential equations (SPDEs) with time-fractional derivatives. Such time-fractional SPDEs of nondivergence and of divergence type naturally appear when one models anomalous diffusion under random environments, for instance, they can be used to describe the heat diffusion under random environments in a material having finite diffusion speed. The equations are interpreted by their integral forms, and the solutions are understood in the sense of tempered distributions. Uniqueness and existence results of strong solutions in appropriate Sobolev spaces are established, and maximal \(L_p\)-regularity of the solutions is obtained. By converting SPDEs driven by \(d\)-dimensional space-time white noise into the equations of above type, an \(L_p\)-theory for SPDEs driven by space-time white noise is also studied; in particular, it can be done for \(d=1,2,3\). In comparison with the previous similar considerations, the authors study strong solutions (not mild solutions), the coefficients depend not only on space but also on \((\omega,t)\), and are merely measurable in \((\omega,t)\); multiplicative noises in the equations are also studied.