Stochastic fractional diffusion equations with Gaussian noise rough in space

DOI10.3150/23-BEJ1652zbMATH Open1548.60084MaRDI QIDQ6565301FDOQ6565301

Authors: Yuhui Guo, Jian Song, Xiaoming Song 

Publication date: 2 July 2024

Published in: Bernoulli (Search for Journal in Brave)

Recommendations

• Fractional stochastic wave equation driven by a Gaussian noise rough in space
• Some properties of fractional kinetic equation with Gaussian noise rough in space
• Space-time fractional diffusions in Gaussian noisy environment
• Nonlinear fractional stochastic heat equation driven by Gaussian noise rough in space
• On a stochastic fractional partial differential equation with a fractional noise

zbMATH Keywords

Mittag-Leffler functionMalliavin calculusmoment estimatesfractional Brownian fieldHölder continuity

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) White noise theory (60H40)

Cites Work

• The Malliavin Calculus and Related Topics
• Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
• The stochastic heat equation: Feynman-Kac formula and intermittence.
• Title not available (Why is that?)
• Stochastic heat equation driven by fractional noise and local time
• Fractional time stochastic partial differential equations
• Space-time fractional stochastic partial differential equations
• Mittag-Leffler functions, related topics and applications
• Hölder continuity for the parabolic Anderson model with space-time homogeneous Gaussian noise
• Joint Hölder continuity of parabolic Anderson model
• Solvability of parabolic Anderson equation with fractional Gaussian noise
• Feynman-Kac formula for heat equation driven by fractional white noise
• Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency
• Intermittency for the wave and heat equations with fractional noise in time
• Asymptotic behavior of the solution of heat equation driven by fractional white noise
• Exponential asymptotics for time-space Hamiltonians
• Large time asymptotics for the parabolic Anderson model driven by spatially correlated noise
• SPDEs with affine multiplicative fractional noise in space with index \(\frac{1}{4} < H < \frac{1}{2}\)
• Stochastic heat equation with rough dependence in space
• Nonlinear stochastic wave equation driven by rough noise
• Large time asymptotics for the parabolic Anderson model driven by space and time correlated noise
• Temporal asymptotics for fractional parabolic Anderson model
• Parabolic Anderson model with a fractional Gaussian noise that is rough in time
• Nonlinear stochastic time-fractional slow and fast diffusion equations on \(\mathbb{R}^d\)
• Nonlinear stochastic time-fractional diffusion equations on \(\mathbb {R}\): moments, Hölder regularity and intermittency
• Fractional stochastic wave equation driven by a Gaussian noise rough in space
• On a class of stochastic partial differential equations
• Intermittency for the hyperbolic Anderson model with rough noise in space
• Second order Lyapunov exponents for parabolic and hyperbolic Anderson models
• Interpolating the stochastic heat and wave equations with time-independent noise: solvability and exact asymptotics
• Space-time fractional diffusions in Gaussian noisy environment
• Parabolic Anderson model with rough dependence in space
• Parabolic Anderson model with rough or critical Gaussian noise
• Hyperbolic Anderson Model with space-time homogeneous Gaussian noise
• Exact asymptotics of the stochastic wave equation with time-independent noise
• Hölder regularity for the nonlinear stochastic time-fractional slow \& fast diffusion equations on \({\mathbb{R}}^d\)
• Matching upper and lower moment bounds for a large class of stochastic PDEs driven by general space-time Gaussian noises

Cited In (2)

• Some properties of fractional kinetic equation with Gaussian noise rough in space
• Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise

This page was built for publication: Stochastic fractional diffusion equations with Gaussian noise rough in space

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6565301)