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

Anh, Vo V., Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091 and Ruiz-Medina, Maria D. 2016. Fractional-in-time and multifracational-in-space stochastic partial differential equations. Fractional Calculus and Applied Analysis 19 (6) 10.1515/fca-2016-0074

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Abstract

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-integrated-in-time spatiotemporal white noise. Some fundamental results on the theory of pseudodifferential operators of variable order, and on the Mittag-Leffler function are applied to obtain the temporal, spatial and spatiotemporal H¨older continuity, in the mean-square sense, of the derived solution.

Item Type:	Article
Date Type:	Publication
Status:	Published
Schools:	Mathematics
Subjects:	Q Science > QA Mathematics
Publisher:	Springer Verlag
ISSN:	1311-0454
Date of First Compliant Deposit:	15 December 2016
Date of Acceptance:	26 October 2016
Last Modified:	07 Nov 2023 05:03
URI:	https://orca.cardiff.ac.uk/id/eprint/96941

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