Nonlinear stochastic time-fractional slow and fast diffusion equations on $\mathbb{R}^d$
Probability
2015-09-28 v1
Abstract
This paper studies the nonlinear stochastic partial differential equation of fractional orders both in space and time variables: where is the space-time white noise, , , and . Fundamental solutions and their properties, in particular the nonnegativity, are derived. The existence and uniqueness of solution together with the moment bounds of the solution are obtained under Dalang's condition: . In some cases, the initial data can be measures. When , we prove the sample path regularity of the solution.
Keywords
Cite
@article{arxiv.1509.07763,
title = {Nonlinear stochastic time-fractional slow and fast diffusion equations on $\mathbb{R}^d$},
author = {Le Chen and Yaozhong Hu and David Nualart},
journal= {arXiv preprint arXiv:1509.07763},
year = {2015}
}
Comments
43 pages, 4 figures