Space–time fractional stochastic partial differential equations

Jebessa B. Mijena and Erkan Nane

Stochastic Processes and their Applications, 2015, vol. 125, issue 9, 3301-3326

Abstract: We consider non-linear time-fractional stochastic heat type equation ∂tβut(x)=−ν(−Δ)α/2ut(x)+It1−β[σ(u)W⋅(t,x)] in (d+1) dimensions, where ν>0,β∈(0,1), α∈(0,2] and dKeywords: Time-fractional stochastic partial differential equations; Fractional Duhamel’s principle; Caputo derivatives; Walsh isometry (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1016/j.spa.2015.04.008

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