Stochastic fractional partial differential equations driven by Poisson white noise
type: Item
instance of: scholarly article
title: Stochastic fractional partial differential equations driven by Poisson white noise
zbMATH Open document ID: 1154.26008
author: Salah Hajji
published in: Annales Mathématiques Blaise Pascal
publication date: 2008-08-14T00:00:00Z
full work available at URL: http://www.numdam.org/item
full work available at URL: https://eudml.org/doc/10552
review text: The aim of this paper is to study the existence, uniqueness and regularity of the solution of the following one-dimensional stochastic fractional partial differential equation given by \[ {\partial u\over\partial t} (t,x,w)= D^\alpha_\delta u(t,x,w)+ f(t,u(t,x))+ \int_U g(t,u(x), z)\widetilde N(dt,dx,dz), \] \[ u(0,x)= u_0(x) \] for \(t\in (0,+\infty)\), \(x\in\mathbb{R}\), where \((U,B(U),q)\) is a \(\sigma\) finite measure space, \(D^\alpha_\delta\) is the fractional differential operator with respect to special variable, \(f: (0,+\infty) \times \mathbb{R}\to\mathbb{R}\) and \(g: (0,+\infty)\times\mathbb{R}\times U\to\mathbb{R}\) are measurable.
reviewed by: Som Prakash Goyal
Mathematics Subject Classification ID: 26A33
Mathematics Subject Classification ID: 60H15
zbMATH DE Number: 5312014
zbMATH Keywords: stochastic partial differential equations
zbMATH Keywords: fractional derivative operator
zbMATH Keywords: Poisson measure
MaRDI profile type: Publication
OpenAlex ID: W2232753906
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DOI: 10.5802/AMBP.238
description: scientific article; zbMATH DE number 5312014