Strong local nondeterminism for stochastic time-fractional slow and fast diffusion equations
Abstract
We study a class of stochastic time-fractional equations on driven by a centered Gaussian noise, involving a Caputo time derivative of order , a fractional (power) Laplacian of order , and a Riemann-Liouville time integral of order acting on the noise. The noise is fractional in time (index ) and Riesz-type in space (index ). We derive sharp Dalang-type necessary and sufficient conditions for the existence of a random field solution across almost full parameter range . Under the Dalang-type conditions, we prove sharp variance bounds for temporal and spatial increments, as well as strong local nondeterminism in time in several regimes (two-sided version for and for parts of the case ; one-sided version for ) and strong local nondeterminism in space for the whole range of parameters. As applications, we derive exact uniform and local moduli of continuity, Chung-type laws of the iterated logarithm, and quantitative bounds on small ball probabilities. Along the way, we obtain sharp asymptotics for the fundamental solution kernels at and , which may be of independent interest.
Keywords
Cite
@article{arxiv.2602.05317,
title = {Strong local nondeterminism for stochastic time-fractional slow and fast diffusion equations},
author = {Le Chen and Cheuk Yin Lee and Panqiu Xia},
journal= {arXiv preprint arXiv:2602.05317},
year = {2026}
}
Comments
125 pages, 6 figures, 1 table