Space-time fractional stochastic equations on regular bounded open domains

DOI10.1515/FCA-2016-0061zbMATH Open1354.60065arXiv1504.00803OpenAlexW2532029849MaRDI QIDQ2374136FDOQ2374136

Nikolai N. Leonenko, María D. Ruiz-Medina, Vo V. Anh

Publication date: 14 December 2016

Published in: Fractional Calculus \ Applied Analysis (Search for Journal in Brave)

Abstract: Fractional (in time and in space) evolution equations defined on Dirichlet regular bounded open domains, driven by fractional integrated in time Gaussian spatiotemporal white noise, are considered here. Sufficient conditions for the definition of a weak-sense Gaussian solution, in the mean-square sense, are derived. The temporal, spatial and spatiotemporal H"older continuity, in the mean-square sense, of the formulated solution is obtained, under suitable conditions, from the asymptotic properties of the Mittag-Leffler function, and the asymptotic order of the eigenvalues of a fractional polynomial of the Dirichlet negative Laplacian operator on such bounded open domains.

Full work available at URL: https://arxiv.org/abs/1504.00803

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zbMATH Keywords

Mittag-Leffler functioneigenfunction expansionCaputo-Djrbashian fractional derivativestochastic boundary value problemsDirichlet regular bounded open domainsfractional pseudodifferential elliptic operatorsfractional stochastic equationsGaussian spatio-temporal white noise measureRiemannian-Liouville fractional integral

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22) General second-order stochastic processes (60G12) Fractional derivatives and integrals (26A33) Sample path properties (60G17) Generalized stochastic processes (60G20)

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Cited In (17)

• Numerical approximation of stochastic time-fractional diffusion
• Strongly consistent autoregressive predictors in abstract Banach spaces
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• Space-time fractional stochastic partial differential equations with Lévy noise
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