Related papers: Regularity theory for a new class of fractional pa…
We develop the regularity theory for solutions to space-time nonlocal equations driven by fractional powers of the heat operator $$(\partial_t-\Delta)^su(t,x)=f(t,x),\quad\hbox{for}~0<s<1.$$ This nonlocal equation of order $s$ in time and…
We consider an evolution equation involving the fractional powers, of order $s \in (0,1)$, of a symmetric and uniformly elliptic second order operator and Caputo fractional time derivative of order $\gamma \in (1,2]$. Since it has been…
This paper studies the nonlinear stochastic partial differential equation of fractional orders both in space and time variables: \[ \left(\partial^\beta+\frac{\nu}{2}(-\Delta)^{\alpha/2}\right)u(t,x) =…
This paper studies the linear stochastic partial differential equation of fractional orders both in time and space variables $\left(\partial^\beta + \frac{\nu}{2} (-\Delta)^{\alpha/2} \right) u(t,x)= \lambda u(t,x) \dot{W}(t,x)$, where…
We define various higher-order Markov properties for stochastic processes $(X(t))_{t\in \mathbb{T}}$, indexed by an interval $\mathbb{T} \subseteq \mathbb{R}$ and taking values in a real and separable Hilbert space $U$. We furthermore…
Fractional (in time and in space) evolution equations defined on Dirichlet regular bounded open domains, driven by fractional integrated in time Gaussian spatiotemporal white noise, are considered here. Sufficient conditions for the…
In this article, we consider the following stochastic fractional diffusion equation \begin{equation*} \left(\partial^{\beta}+\dfrac{\nu}{2}\left(-\Delta\right)^{\alpha / 2}\right) u(t, x)= \lambda\: I_{0_+}^{\gamma}\left[u(t, x) \dot{W}(t,…
We consider a quasilinear parabolic stochastic partial differential equation driven by a multiplicative noise and study regularity properties of its weak solution satisfying classical a priori estimates. In particular, we determine…
We investigate the quality of space approximation of a class of stochastic integral equations of convolution type with Gaussian noise. Such equations arise, for example, when considering mild solutions of stochastic fractional order partial…
For stochastic evolution equations with fractional derivatives, classical solutions exist when the order of the time derivative of the unknown function is not too small compared to the order of the time derivative of the noise; otherwise,…
We introduce a new class of quasi-linear parabolic equations involving nonhomogeneous degeneracy or/and singularity $$ \partial_t u=[|D u|^q+a(x,t)|D u|^s]\left(\Delta u+(p-2)\left\langle D^2 u\frac{D u}{|D u|},\frac{D u}{|D…
Let $\mathcal{X}$ be a separable Hilbert space with norm $\|\cdot\|$ and let $T>0$. Let $Q$ be a linear, self-adjoint, positive, trace class operator on $\mathcal{X}$, let $F:\mathcal{X}\rightarrow \mathcal{X}$ be a (smooth enough) function…
We prove Schauder type estimates for solutions of stationary and evolution equations driven by weak generators of transition semigroups associated to a semilinear stochastic partial differential equations with values in a separable Hilbert…
We discuss the issue of maximal regularity for evolutionary equations with non-autonomous coefficients. Here evolutionary equations are abstract partial-differential algebraic equations considered in Hilbert spaces. The catch is to consider…
In this paper we develop the theory of Schauder estimates for the fractional harmonic oscillator $H^\sigma=(-\Delta+|x|^2)^\sigma$, $0<\sigma<1$. More precisely, a new class of smooth functions $C^{k,\alpha}_H$ is defined, in which we study…
In this paper we develop a new approach to nonlinear stochastic partial differential equations with Gaussian noise. Our aim is to provide an abstract framework which is applicable to a large class of SPDEs and includes many important cases…
In this manuscript, we establish the existence and sharp geometric regularity estimates for bounded solutions of a class of quasilinear parabolic equations in non-divergence form with non-homogeneous degeneracy. The model equation in this…
In this paper, we study a class of nonlinear space-time fractional stochastic kinetic equations in $\mathbb{R}^d$ with Gaussian noise which is white in time and homogeneous in space. This type of equation constitutes an extension of the…
We consider a family of singular surface quasi-geostrophic equations $$ \partial_{t}\theta+u\cdot\nabla\theta=-\nu (-\Delta)^{\gamma/2}\theta+(-\Delta)^{\alpha/2}\xi,\qquad u=\nabla^{\perp}(-\Delta)^{-1/2}\theta, $$ on…
Fractional Gaussian noise models the time series with long-range dependence; when the Hurst index $H>1/2$, it has positive correlation reflecting a persistent autocorrelation structure. This paper studies the numerical method for solving…