English

Strong local nondeterminism for stochastic time-fractional slow and fast diffusion equations

Probability 2026-02-06 v1 Mathematical Physics Analysis of PDEs math.MP

Abstract

We study a class of stochastic time-fractional equations on Rd\mathbb{R}^d driven by a centered Gaussian noise, involving a Caputo time derivative of order β>0\beta>0, a fractional (power) Laplacian of order α>0\alpha>0, and a Riemann-Liouville time integral of order γ0\gamma\ge0 acting on the noise. The noise is fractional in time (index HH) and Riesz-type in space (index \ell). We derive sharp Dalang-type necessary and sufficient conditions for the existence of a random field solution across almost full parameter range (α,β,γ;H,)(\alpha,\beta,\gamma;H,\ell). 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 β=1\beta=1 and for parts of the case β=2\beta=2; one-sided version for 0<β<20<\beta<2) 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 00 and \infty, 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