New results for stochastic fractional pseudo-parabolic equations with delays driven by fractional Brownian motion

NH Tuan, T Caraballo, TN Thach - Stochastic Processes and their …, 2023 - Elsevier
In this work, four problems for stochastic fractional pseudo-parabolic containing bounded
and unbounded delays are investigated. The fractional derivative and the stochastic noise …

An analysis of the L1 scheme for stochastic subdiffusion problem driven by integrated space-time white noise

X Wu, Y Yan, Y Yan - Applied Numerical Mathematics, 2020 - Elsevier
We consider the strong convergence of the numerical methods for solving stochastic
subdiffusion problem driven by an integrated space-time white noise. The time fractional …

Fractional-in-time and multifractional-in-space stochastic partial differential equations

VV Anh, NN Leonenko… - Fractional Calculus and …, 2016 - degruyter.com
This paper derives the weak-sense Gaussian solution to a family of fractional-in-time and
multifractional-in-space stochastic partial differential equations, driven by fractional …

[PDF][PDF] On the distribution and q-variation of the solution to the heat equation with fractional Laplacian

ZM Khalil, CA Tudor - Probab. Math. Statist, 2019 - math.uni.wroc.pl
On the distribution and q-variation of the solution to the heat equation with fractional Laplacian
Page 1 Accepted manuscript PROBABILITY AND MATHEMATICAL STATISTICS Vol. 0, Fasc …

On the regularity of weak solutions to space–time fractional stochastic heat equations

G Zou, G Lv, JL Wu - Statistics & Probability Letters, 2018 - Elsevier
This study is concerned with the space–time fractional stochastic heat-type equations driven
by multiplicative noise, which can be used to model the anomalous heat diffusion in porous …

Blow-up results for space-time fractional stochastic partial differential equations

SA Asogwa, JB Mijena, E Nane - Potential Analysis, 2020 - Springer
Consider non-linear time-fractional stochastic reaction-diffusion equations of the following
type,∂ t β ut (x)=− ν (− Δ) α/2 ut (x)+ I 1− β b (u)+ σ (u) F⋅(t, x) ∂^ β _ t u_ t (x)=-ν (-Δ)^ α/2 …

Nonlinear fractional stochastic heat equation driven by Gaussian noise rough in space

J Liu, L Mao - Bulletin des Sciences Mathématiques, 2022 - Elsevier
In this paper we consider a class of nonlinear fractional stochastic heat equation∂∂ tu (t,
x)= D δ α u (t, x)+ σ (u (t, x)) W˙(t, x),(t, x)∈[0, T]× R, in (1+ 1)-dimension with T> 0, where D δ …

[HTML][HTML] Estimates on the tail probabilities of subordinators and applications to general time fractional equations

S Cho, P Kim - Stochastic Processes and their Applications, 2020 - Elsevier
In this paper, we study estimates on tail probabilities of several classes of subordinators
under mild assumptions on the tails of their Lévy measures. As an application of that result …

Stochastic diffusion equation with fractional Laplacian on the first quadrant

J Sanchez-Ortiz, FJ Ariza-Hernandez… - … Calculus and Applied …, 2019 - degruyter.com
In this work, we consider an initial boundary-value problem for a stochastic evolution
equation with fractional Laplacian and white noise on the first quadrant. To construct the …

Space-time fractional stochastic partial differential equations with Lévy noise

X Meng, E Nane - Fractional Calculus and Applied Analysis, 2020 - degruyter.com
We consider non-linear time-fractional stochastic heat type equation∂ β u∂ t β+ ν (− Δ) α/2
u= I t 1− β [∫ R d σ (u (t, x), h) N~⋅(t, x, h)] and∂ β u∂ t β+ ν (− Δ) α/2 u= I t 1− β [∫ R d σ (u …