Fractional time stochastic partial differential equations

In this paper, we introduce a class of stochastic partial differential equations (SPDEs) with fractional time-derivatives, and study the L2-theory of the equations. This class of SPDEs can be used to describe random effects on transport of particles in medium with thermal memory or particles subject...

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Published inStochastic processes and their applications Vol. 125; no. 4; pp. 1470 - 1499
Main Authors Chen, Zhen-Qing, Kim, Kyeong-Hun, Kim, Panki
Format Journal Article
LanguageEnglish
Published Elsevier B.V 01.04.2015
Subjects
[formula omitted]-theory
Fractional time derivative
Stochastic partial differential equations
secondary
Fractional time derivative
Stochastic partial differential equations
L2-theory
primary
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Summary:In this paper, we introduce a class of stochastic partial differential equations (SPDEs) with fractional time-derivatives, and study the L2-theory of the equations. This class of SPDEs can be used to describe random effects on transport of particles in medium with thermal memory or particles subject to sticking and trapping.
ISSN:0304-4149
1879-209X
DOI:10.1016/j.spa.2014.11.005