Time-fractional and memoryful \(\Delta^{2^{k}}\) SIEs on \(\mathbb{R}_{+}\times\mathbb{R}^{d}\): how far can we push white noise? (Q485985)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Time-fractional and memoryful \(\Delta^{2^{k}}\) SIEs on \(\mathbb{R}_{+}\times\mathbb{R}^{d}\): how far can we push white noise? |
scientific article |
Statements
Time-fractional and memoryful \(\Delta^{2^{k}}\) SIEs on \(\mathbb{R}_{+}\times\mathbb{R}^{d}\): how far can we push white noise? (English)
0 references
14 January 2015
0 references
High-order and fractional PDEs have become prominent in the theory and in the modeling of many phenomena. This paper is focused on the regularizing effect of a large class of memoryful higher-order or time-fractional PDEs -- through their fundamental solutions -- on stochastic integral equations (SIEs) driven by space-time white noise. Surprisingly, the authors show that the maximum spatial regularity is achieved in the fourth-order-bi-Laplacian case and any further increase in the spatial-Laplacian order is entirely translated into additional temporal regularization of the SIE.
0 references
fractional PDEs
0 references
inverse-stable-Lévy-time Brownian motion
0 references
stochastic integral equations
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references