Fractional time stochastic partial differential equations

Chen, Zhen-Qing; Kim, Kyeong-Hun; Kim, Panki

doi:10.1016/j.spa.2014.11.005

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Fractional time stochastic partial differential equations

Chen, Zhen-Qing;
Kim, Kyeong-Hun;
Kim, Panki

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WEB OF SCIENCE

98

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100

초록

In this paper, we introduce a class of stochastic partial differential equations (SPDEs) with fractional time-derivatives, and study the L-2-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. (C) 2014 Elsevier B.V. All rights reserved.

키워드

Stochastic partial differential equations; Fractional time derivative; L-2-theory; INTEGRODIFFERENTIAL EQUATIONS; ANOMALOUS DIFFUSION; RANDOM-WALKS; INEQUALITY; DYNAMICS; SPACES; GUIDE

제목: Fractional time stochastic partial differential equations

저자: Chen, Zhen-Qing; Kim, Kyeong-Hun; Kim, Panki

DOI: 10.1016/j.spa.2014.11.005

발행일: 2015-04

유형: Article

저널명: Stochastic Processes and their Applications

권: 125

호: 4

페이지: 1470 ~ 1499