Explicit solutions of some fractional partial differential equations via stable subordinators

DOI10.1155/JAMSA/2006/93502MaRDI QIDQ995844zbMATH OpenFDO

Authors Latifa Debbi

Publication date 10 September 2007

Published in Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1102.4715, https://eudml.org/doc/53620

zbMATH Keywords

generalizations of stable Lévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Fractional derivatives and integrals (26A33) Integral representations of solutions to PDEs (35C15) Initial value problems for higher-order parabolic equations (35K30) Fundamental solutions to PDEs (35A08)

Abstract: The aim of this work is to prove existence and uniqueness of $L^2-$solutions of stochastic fractional partial differential equations in one spatial dimension. We prove also the equivalence between several notions of $L^2-$solutions. The Fourier transform is used to give meaning to SFPDEs. This method is valid also when the diffusion coefficient is random.

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Cited in

(10)

• Exact solutions for fractional partial differential equations by a new fractional sub-equation method
• Stochastic nonlocal conservation laws on whole space
• Large deviations for a fractional stochastic heat equation in spatial dimension \(\mathbb{R}^d\) driven by a spatially correlated noise
• An Analogue of the Feynman--Kac Formula for a High-Order Operator
• On the solutions of nonlinear stochastic fractional partial differential equations in one spatial dimension
• Fractional stochastic active scalar equations generalizing the multi-dimensional quasi-geostrophic \& 2D-Navier-Stokes equations: the general case
• Moments, intermittency and growth indices for the nonlinear fractional stochastic heat equation
• On the fractional counterpart of the higher-order equations
• New exact solutions for some fractional order differential equations via improved sub-equation method
• General Airy-type equations, heat-type equations and pseudo-processes

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