Stochastic fractional diffusion equations with Gaussian noise rough in space
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Stochastic fractional diffusion equations with Gaussian noise rough in space (scientific article; zbMATH DE number 7874400)
Stochastic fractional diffusion equations with Gaussian noise rough in space (scientific article; zbMATH DE number 7874400)
In this work, the authors deal with a class of stochastic fractional diffusion equation driven by a Gaussian noise which is white or fractional in time and rough in space. They prove the existence and uniqueness of the solution in the Itô-Skorohod sense and derive lower and upper bounds for the \(p\)-th moment. Furthermore, they also study the Hölder regularity of the solution.
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Cited in
(5)- Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise
- Some properties of fractional kinetic equation with Gaussian noise rough in space
- Sample path properties and small ball probabilities for stochastic fractional diffusion equations
- Recent progress on stochastic fractional diffusion equations with space-time white noise
- Discrete Feynman-Kac approximation for parabolic Anderson model using random walks
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