Fractional diffusion in Gaussian noisy environment
Probability
2015-02-20 v1
Abstract
We study the fractional diffusion in a Gaussian noisy environment as described by the fractional order stochastic partial equations of the following form: , where is the fractional derivative of order with respect to the time variable , is a second order elliptic operator with respect to the space variable , and a fractional Gaussian noise of Hurst parameter . We obtain conditions satisfied by and so that the square integrable solution exists uniquely .
Keywords
Cite
@article{arxiv.1502.05514,
title = {Fractional diffusion in Gaussian noisy environment},
author = {Guannan Hu and Yaozhong Hu},
journal= {arXiv preprint arXiv:1502.05514},
year = {2015}
}