Asymptotic properties of some space-time fractional stochastic equations
Probability
2015-05-19 v1
Abstract
Consider non-linear time-fractional stochastic heat type equations of the following type, in dimensions, where , . The operator is the Caputo fractional derivative while is the generator of an isotropic stable process and is the fractional integral operator. The forcing noise denoted by is a Gaussian noise. And the multiplicative non-linearity is assumed to be globally Lipschitz continuous. Under suitable conditions on the initial function, we study the asymptotic behaviour of the solution with respect to time and the parameter . In particular, our results are significant extensions of existing results. Along the way, we prove a number of interesting properties about the deterministic counterpart of the equation.
Keywords
Cite
@article{arxiv.1505.04615,
title = {Asymptotic properties of some space-time fractional stochastic equations},
author = {Mohammud Foondun and Erkan Nane},
journal= {arXiv preprint arXiv:1505.04615},
year = {2015}
}