Time-fractional and memoryful \(\Delta^{2^{k}}\) SIEs on \(\mathbb{R}_{+}\times\mathbb{R}^{d}\): how far can we push white noise? (Q485985)
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| English | Time-fractional and memoryful \(\Delta^{2^{k}}\) SIEs on \(\mathbb{R}_{+}\times\mathbb{R}^{d}\): how far can we push white noise? |
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Time-fractional and memoryful \(\Delta^{2^{k}}\) SIEs on \(\mathbb{R}_{+}\times\mathbb{R}^{d}\): how far can we push white noise? (English)
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14 January 2015
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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.
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fractional PDEs
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inverse-stable-Lévy-time Brownian motion
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stochastic integral equations
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0.7794256806373596
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0.776921808719635
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0.7516929507255554
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0.7376360893249512
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0.7375807762145996
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