Stochastic fractional diffusion equations with Gaussian noise rough in space (Q6565301)
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scientific article; zbMATH DE number 7874400
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| English | Stochastic fractional diffusion equations with Gaussian noise rough in space |
scientific article; zbMATH DE number 7874400 |
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Stochastic fractional diffusion equations with Gaussian noise rough in space (English)
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2 July 2024
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In this work, the authors deal with a class of stochastic fractional diffusion equation driven by a Gaussian noise which is white or fractional in time and rough in space. They prove the existence and uniqueness of the solution in the Itô-Skorohod sense and derive lower and upper bounds for the \(p\)-th moment. Furthermore, they also study the Hölder regularity of the solution.
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fractional Brownian field
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Hölder continuity
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Malliavin calculus
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Mittag-Leffler function
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moment estimates
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0.8759164214134216
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0.8531885743141174
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0.8366178870201111
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0.8312727212905884
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0.8204164505004883
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