On the solution process for a stochastic fractional partial differential equation driven by space-time white noise

DOI10.1016/J.SPL.2011.03.012MaRDI QIDQ553032zbMATH OpenOpenAlexWikidataFDO

Authors Dongsheng Wu

Publication date 26 July 2011

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2011.03.012

zbMATH Keywords

Hausdorff dimensionspace-time white noisepacking dimensionhitting probabilitystochastic fractional partial differential equation

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22) Fractals (28A80) Sample path properties (60G17)

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Cites work

• scientific article; zbMATH DE number 44693 (Why is no real title available?)
• Chance and Stability
• Fernique-type inequalities and moduli of continuity for anisotropic Gaussian random fields
• Fractal properties of the random string processes
• Hitting properties of a random string
• On some properties of a high order fractional differential operator which is not in general selfadjoint
• On the solutions of nonlinear stochastic fractional partial differential equations in one spatial dimension
• Random motion of strings and related stochastic evolution equations
• Regularity of a fractional partial differential equation driven by space-time white noise
• Sample path properties of anisotrophic Gaussian random fields
• The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities

Cited in

(14)

• The fractional stochastic heat equation driven by time-space white noise
• Stochastic evolution equation with Riesz-fractional derivative and white noise on the half-line
• A quasilinear stochastic partial differential equation driven by fractional white noise
• Some properties of the solution to fractional heat equation with a fractional Brownian noise
• Stochastic fractional heat equations driven by fractional noises
• On the asymptotic behavior of solutions to time-fractional elliptic equations driven by a multiplicative white noise
• Temporal variation for fractional heat equations with additive white noise
• Weak convergence for a class of stochastic fractional equations driven by fractional noise
• Hitting probabilities and intersections of time-space anisotropic random fields
• On a fractional SPDE driven by fractional noise and a pure jump Lévy noise in \(\mathbb{R}^d\)
• Moment stability of fractional stochastic evolution equations with Poisson jumps
• Moderate deviations for stochastic fractional heat equation driven by fractional noise
• Time fractional and space nonlocal stochastic Boussinesq equations driven by Gaussian white noise
• Fractal properties of the random string processes

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