Papers
Topics
Authors
Recent
Search
2000 character limit reached

Fractional diffusion in Gaussian noisy environment

Published 19 Feb 2015 in math.PR | (1502.05514v1)

Abstract: We study the fractional diffusion in a Gaussian noisy environment as described by the fractional order stochastic partial equations of the following form: $D_t\alpha u(t, x)=\textit{B}u+u\cdot WH$, where $D_t\alpha$ is the fractional derivative of order $\alpha$ with respect to the time variable $t$, $\textit{B}$ is a second order elliptic operator with respect to the space variable $x\in\mathbb{R}d$, and $WH$ a fractional Gaussian noise of Hurst parameter $H=(H_1, \cdots, H_d)$. We obtain conditions satisfied by $\alpha$ and $H$ so that the square integrable solution $u$ exists uniquely .

Authors (2)
Citations (13)

Summary

No one has generated a summary of this paper yet.

Paper to Video (Beta)

No one has generated a video about this paper yet.

Whiteboard

No one has generated a whiteboard explanation for this paper yet.

Open Problems

We haven't generated a list of open problems mentioned in this paper yet.

Continue Learning

We haven't generated follow-up questions for this paper yet.

Collections

Sign up for free to add this paper to one or more collections.