Fractional time stochastic partial differential equations

Zhen Qing Chen, Kyeong Hun Kim, Panki Kim

Research output: Contribution to journalArticlepeer-review

76 Citations (Scopus)

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.

Original languageEnglish
Pages (from-to)1470-1499
Number of pages30
JournalStochastic Processes and their Applications
Volume125
Issue number4
DOIs
Publication statusPublished - 2015 Apr

Bibliographical note

Funding Information:
We thank T. Kumagai for discussions on topics related to deterministic fractional time equations and the anonymous referee for many useful comments and some references. Research of ZC is partially supported by NSF Grant DMS-1206276 . Research of KK was supported by Samsung Science and Technology Foundation under Project Number SSTF-BA1401-02 . Research of PK was supported by Samsung Science and Technology Foundation under Project Number SSTF-BA1401-02.

Publisher Copyright:
© 2014 Elsevier B.V. All rights reserved.

Keywords

  • Fractional time derivative
  • L-theory
  • Stochastic partial differential equations

ASJC Scopus subject areas

  • Statistics and Probability
  • Modelling and Simulation
  • Applied Mathematics

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