Existence and uniqueness for a class of stochastic time fractional space pseudo-differential equations

DOI10.1515/fca-2016-0004zbMath1381.35260OpenAlexW2314008426MaRDI QIDQ261248

Niels Jacob, Ke Hu, Chenggui Yuan

Publication date: 23 March 2016

Published in: Fractional Calculus \& Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/fca-2016-0004

zbMATH Keywords

Brownian motionmild solutionsMittag-Leffler functionsstochastic fractional differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Pseudodifferential operators as generalizations of partial differential operators (35S05) Mittag-Leffler functions and generalizations (33E12) Laplace transform (44A10) Fractional partial differential equations (35R11)

Related Items (3)

Exact asymptotic formulas for the heat kernels of space and time-fractional equations ⋮ Non-linear noise excitation for some space-time fractional stochastic equations in bounded domains ⋮ Extension of Mikhlin multiplier theorem to fractional derivatives and stable processes

Cites Work

• Fractional Cauchy problems on bounded domains
• On an equation being a fractional differential equation with respect to time and a pseudo-differential equation with respect to space related to Lévy-type processes
• Bernstein functions. Theory and applications
• Discrete and continuous random walk models for space-time fractional diffusion
• The random walk's guide to anomalous diffusion: A fractional dynamics approach
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