Variations of the solution to a fourth order time-fractional stochastic partial integro-differential equation

DOI10.1007/S40072-021-00208-8MaRDI QIDQ2158595zbMATH OpenOpenAlexWikidataFDO

Authors Yanyan Li

Publication date 26 July 2022

Published in Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s40072-021-00208-8

zbMATH Keywords

weak convergencequadratic variationspace-time white noisepower variationtime fractional SPIDEs

Mathematics Subject Classification ID

Integro-partial differential equations (45K05) Integro-partial differential equations (35R09) Fractional partial differential equations (35R11) PDEs with randomness, stochastic partial differential equations (35R60) White noise theory (60H40)

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Cited in

(2)

• Asymptotic distributions for power variations of the solution to the spatially colored stochastic heat equation
• 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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