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
default for all languages
No label defined
    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
      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
      0 references
      fractional PDEs
      0 references
      inverse-stable-Lévy-time Brownian motion
      0 references
      stochastic integral equations
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references