Fractional-in-time and multifractional-in-space stochastic partial differential equations

DOI10.1515/FCA-2016-0074zbMATH Open1355.60082OpenAlexW2563677814MaRDI QIDQ501520FDOQ501520

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

Publication date: 9 January 2017

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

Full work available at URL: http://orca.cf.ac.uk/96941/1/FCAA_ALRM_16_1.pdf

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zbMATH Keywords

Mittag-Leffler functionstochastic partial differential equationsCaputo-Djrbashian fractional derivativeelliptic pseudodifferential operatorGaussian white noise measureHölder continuity

Mathematics Subject Classification ID

Gaussian processes (60G15) 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) PDEs with randomness, stochastic partial differential equations (35R60) Sample path properties (60G17) Generalized stochastic processes (60G20) Pseudodifferential operators as generalizations of partial differential operators (35S05)

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Cited In (20)

• Analytical and numerical solutions of the unsteady 2D flow of MHD fractional Maxwell fluid induced by variable pressure gradient
• Strongly consistent autoregressive predictors in abstract Banach spaces
• Spectral analysis of multifractional LRD functional time series
• Space-time fractional diffusions in Gaussian noisy environment
• Space-time fractional stochastic partial differential equations with Lévy noise
• Applications of the fractional Sturm-Liouville problem to the space-time fractional diffusion in a finite domain
• Space-time fractional stochastic equations on regular bounded open domains
• Numerical methods for the two-dimensional multi-term time-fractional diffusion equations
• Stochastic partial differential equations driven by space-time fractional noises
• Fractional kinetic equations driven by Gaussian or infinitely divisible noise
• On the regularity of weak solutions to space-time fractional stochastic heat equations
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• Stochastic solution of space-time fractional diffusion equations
• Too much regularity may force too much uniqueness
• Fractional stochastic partial differential equation for random tangent fields on the sphere

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