Continuity of the solution to a stochastic time-fractional diffusion equations in the spatial domain with locally Lipschitz sources (Q6044309)

Let \(D_t^\alpha\) be the time fractional derivative with order \(\alpha\in (0,1]\), let \(I_t^\gamma\) be the fractional integral operator with parameter \(\gamma\ge 1-\alpha.\) The maximal random field solution is studied for the following SPDE on \(\mathbb R\) \[\big(D_t^\alpha +\partial _x^2\big) u(t,x) =I_t^\gamma\big\{f(t,x,u(t,x))+\rho(t,x,u(t,x))\dot W_t\big\},\]where \(\dot W_t\) is the time space white noise. Under certain conditions, the existence, uniqueness and stability on \(\alpha, \gamma\) and the initial value are derived.