Fractional time stochastic partial differential equations

Zhen Qing Chen; Kyeong Hun Kim; Panki Kim

doi:10.1016/j.spa.2014.11.005

Fractional time stochastic partial differential equations

Zhen Qing Chen, Kyeong Hun Kim, Panki Kim

Department of Mathematics

Research output: Contribution to journal › Article › peer-review

79 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 language	English
Pages (from-to)	1470-1499
Number of pages	30
Journal	Stochastic Processes and their Applications
Volume	125
Issue number	4
DOIs	https://doi.org/10.1016/j.spa.2014.11.005
Publication status	Published - 2015 Apr

Bibliographical note

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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10.1016/j.spa.2014.11.005

Cite this

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title = "Fractional time stochastic partial differential equations",

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.",

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author = "Chen, {Zhen Qing} and Kim, {Kyeong Hun} and Panki Kim",

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AU - Kim, Panki

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AB - 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.

KW - Fractional time derivative

KW - L-theory

KW - Stochastic partial differential equations

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DO - 10.1016/j.spa.2014.11.005

M3 - Article

AN - SCOPUS:84922567801

SN - 0304-4149

VL - 125

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JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

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ER -

Fractional time stochastic partial differential equations

Abstract

Bibliographical note

Keywords

ASJC Scopus subject areas

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