A Sobolev space theory for time-fractional stochastic partial differential equations driven by Lévy processes

Abstract: We present an

L_{p}

-theory (

p g e q 2

) for time-fractional stochastic partial differential equations driven by L'evy processes of the type

partial^{alpha}_{t}u=sum_{i,j=1}^d a^{ij}u_{x^{i}x^{j}} +f+sum_{k=1}^{infty}partial^{�eta}_{t}int_{0}^{t} (sum_{i=1}^dmu^{ik} u_{x^i} +g^k) dZ^k_{s}

given with nonzero intial data. Here

p a r t i a l_{t}^{a l p h a}

and

are the Caputo fractional derivatives,

, and

Z_{t}^{k} : k = 1, 2, c d o t s

is a sequence of independent L'evy processes. The coefficients are random functions depending on

(t, x)

. We prove the uniqueness and existence results in Sobolev spaces, and obtain the maximal regularity of the solution.

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