Stochastic partial differential equations driven by space-time fractional noises

DOI10.1142/S0219493719500126MaRDI QIDQ5384777zbMATH OpenOpenAlexFDO

Authors Ying Hu, Yiming Jiang, Zhongmin Qian

Publication date 25 June 2019

Published in Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1409.4523

zbMATH Keywords

space-time fractional noisestochastic partial differential equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: In this paper, we study a class of stochastic partial differential equations (SPDEs) driven by space-time fractional noises. Our method consists in studying first the nonlocal SPDEs and showing then the convergence of the family of these equations and the limit gives the solution to the SPDE.

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Cited in

(22)

• Time fractional and space nonlocal stochastic Boussinesq equations driven by Gaussian white noise
• A solution theory for a general class of SPDEs
• Stochastic partial differential equations with gradient driven by space-time fractional noises
• A Sobolev space theory for the stochastic partial differential equations with space-time non-local operators
• Fractional time stochastic partial differential equations
• A Sobolev space theory for stochastic partial differential equations with time-fractional derivatives
• Stochastic heat equation with Burgers term driven by fractional noises with two reflecting walls
• Stochastic solution of space-time fractional diffusion equations
• Power-law noises over general spatial domains and on nonstandard meshes
• Stochastic partial differential equations driven by purely spatial noise
• Nonlinear Feynman--Kac formulas for Stochastic Partial Differential Equations with Space-Time Noise
• Nonparametric inference for a class of SPDEs driven by fractional noises
• Fractional-in-time and multifractional-in-space stochastic partial differential equations
• Stochastic partial differential equation with reflection driven by fractional noises
• A non-conservation stochastic partial differential equation driven by anisotropic fractional Lévy random field
• Stochastic differential equations with fractal noise
• The high-order SPDEs driven by multi-parameter fractional noises
• Higher-order stochastic partial differential equations with branching noises
• Fractional stochastic parabolic equations with fractional noise
• Variational solutions for partial differential equations driven by a fractional noise
• Spatiotemporal random fields associated with stochastic fractional Helmholtz and heat equations
• Variational solutions and random dynamical systems to SPDEs perturbed by fractional Gaussian noise

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