On a stochastic nonclassical diffusion equation with standard and fractional Brownian motion

DOI10.1142/S0219493721400116zbMATH Open1491.35469OpenAlexW3185787188MaRDI QIDQ5864048FDOQ5864048

Authors: Tran Bao Ngoc, Tran Ngoc Thach, Nguyen Huy Tuan, T. Caraballo 

Publication date: 3 June 2022

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

Full work available at URL: https://doi.org/10.1142/s0219493721400116

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zbMATH Keywords

fractional Brownian motionill-posednesswell-posednesswhite noisestochastic nonclassical diffusion equation

Mathematics Subject Classification ID

Smoothness and regularity of solutions to PDEs (35B65) Fractional derivatives and integrals (26A33) Initial-boundary value problems for second-order parabolic equations (35K20) Fractional partial differential equations (35R11) PDEs with randomness, stochastic partial differential equations (35R60)

Cites Work

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Cited In (8)

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• A nonclassical solution to a classical SDE and a converse to Kolmogorov's zero-one law
• On initial value problem for elliptic equation on the plane under Caputo derivative
• On terminal value problems for bi-parabolic equations driven by Wiener process and fractional Brownian motions
• On backward problems for stochastic fractional reaction equations with standard and fractional Brownian motion
• On a singular heat equation and parabolic Bessel potential
• TERMINAL VALUE PROBLEM FOR STOCHASTIC FRACTIONAL EQUATION WITHIN AN OPERATOR WITH EXPONENTIAL KERNEL
• On stochastic elliptic equations driven by Wiener process with non-local condition

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