Well-posedness and regularity of the Cauchy problem for nonlinear fractional in time and space equations
Analysis of PDEs
2014-02-28 v1
Abstract
The purpose is to study the Cauchy problem for non-linear in time and space pseudo-differential equations. These include the fractional in time versions of HJB equations governing the controlled scaled CTRW. As a preliminary step which is of independent interest we analyse the corresponding linear equation proving its well-posedness and smoothing properties.
Keywords
Cite
@article{arxiv.1402.6735,
title = {Well-posedness and regularity of the Cauchy problem for nonlinear fractional in time and space equations},
author = {V. Kolokoltsov and M. Veretennikova},
journal= {arXiv preprint arXiv:1402.6735},
year = {2014}
}