Fractional time stochastic partial differential equations

Zhen-Qing Chen, Kyeong-Hun Kim and Panki Kim

Stochastic Processes and their Applications, 2015, vol. 125, issue 4, 1470-1499

Abstract: 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.

Keywords: Stochastic partial differential equations; Fractional time derivative; L2-theory (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (9)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:125:y:2015:i:4:p:1470-1499

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DOI: 10.1016/j.spa.2014.11.005

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