On the solutions of nonlinear stochastic fractional partial differential equations in one spatial dimension

Latifa Debbi and Marco Dozzi

Stochastic Processes and their Applications, 2005, vol. 115, issue 11, 1764-1781

Abstract: Existence, uniqueness and regularity of the trajectories of mild solutions of one-dimensional nonlinear stochastic fractional partial differential equations of order [alpha]>1 containing derivatives of entire order and perturbed by space-time white noise are studied. The fractional derivative operator is defined by means of a generalized Riesz-Feller potential.

Keywords: Fractional; derivative; operator; Stochastic; partial; differential; equation; Space-time; white; noise; Holder; continuity; Equation; of; high; order (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (5)

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