Fractional diffusion in Gaussian noisy environment (Q2352938): Difference between revisions

Summary: We study the fractional diffusion in a Gaussian noisy environment as described by the fractional order stochastic heat equations of the following form: \(D_t^{(\alpha)}u(t,x)=Bu+u\cdot\dot W^H\), where \(D_t^{(\alpha)}\) is the Caputo fractional derivative of order \(\alpha\in (0,1)\) with respect to the time variable \(t\), \(B\) is a second order elliptic operator with respect to the space variable \(x\in\mathbb R^d\) and \(\dot W^H\) a time homogeneous 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.