Remarks on a fractional-time stochastic equation
Probability
2018-11-14 v1
Abstract
We consider a class of fractional time stochastic equation defined on a bounded domain and show that the presence of the time derivative induces a significant change in the qualitative behaviour of the solutions. This is in sharp contrast with the phenomenon showcased in earlier works. We also show that as one {\it tunes off the fractional} in the fractional time derivative, the solution behaves more and more like its {\it usual} counterpart.
Cite
@article{arxiv.1811.05391,
title = {Remarks on a fractional-time stochastic equation},
author = {Mohammud Foondun},
journal= {arXiv preprint arXiv:1811.05391},
year = {2018}
}