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- W2002127517 abstract "We consider non-linear time-fractional stochastic heat type equation $$partial^beta_tu_t(x)=-nu(-Delta)^{alpha/2} u_t(x)+I^{1-beta}_t[sigma(u)stackrel{cdot}{W}(t,x)]$$ in $(d+1)$ dimensions, where $nu>0, betain (0,1)$, $alphain (0,2]$ and $d<min{2,beta^{-1}}a$, $partial^beta_t$ is the Caputo fractional derivative, $-(-Delta)^{alpha/2} $ is the generator of an isotropic stable process, $I^{1-beta}_t$ is the fractional integral operator, $stackrel{cdot}{W}(t,x)$ is space-time white noise, and $sigma:RR{R}toRR{R}$ is Lipschitz continuous. Time fractional stochastic heat type equations might be used to model phenomenon with random effects with thermal memory. We prove existence and uniqueness of mild solutions to this equation and establish conditions under which the solution is continuous. Our results extend the results in the case of parabolic stochastic partial differential equations obtained in cite{foondun-khoshnevisan-09, walsh}. In sharp contrast to the stochastic partial differential equations studied earlier in cite{foondun-khoshnevisan-09, khoshnevisan-cbms, walsh}, in some cases our results give existence of random field solutions in spatial dimensions $d=1,2,3$. Under faster than linear growth of $sigma$, we show that time fractional stochastic partial differential equation has no finite energy solution. This extends the result of Foondun and Parshad cite{foondun-parshad} in the case of parabolic stochastic partial differential equations. We also establish a connection of the time fractional stochastic partial differential equations to higher order parabolic stochastic differential equations." @default.
- W2002127517 created "2016-06-24" @default.
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- W2002127517 date "2014-09-25" @default.
- W2002127517 modified "2023-09-27" @default.
- W2002127517 title "Space-time fractional stochastic partial differential equations" @default.
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