Fractional time stochastic partial differential equations
Probability
2014-04-08 v1
Abstract
In this paper, we introduce a class of stochastic partial differential equations (SPDEs) with fractional time-derivatives, and study the -theory of the equations. This class of SPDEs can be used to describe random effects on transport of particles in medium with thermal memory or particles subject to sticking and trapping.
Keywords
Cite
@article{arxiv.1404.1546,
title = {Fractional time stochastic partial differential equations},
author = {Zhen-Qing Chen and Kyeong-Hun Kim and Panki Kim},
journal= {arXiv preprint arXiv:1404.1546},
year = {2014}
}