Fractional time stochastic partial differential equations

Zhen Qing Chen, Kyeong Hun Kim, Panki Kim

Research output: Contribution to journalArticle

32 Citations (Scopus)

Abstract

In this paper, we introduce a class of stochastic partial differential equations (SPDEs) with fractional time-derivatives, and study the L2-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.

Original languageEnglish
Pages (from-to)1470-1499
Number of pages30
JournalStochastic Processes and their Applications
Volume125
Issue number4
DOIs
Publication statusPublished - 2015

Keywords

  • Fractional time derivative
  • L-theory
  • Stochastic partial differential equations

ASJC Scopus subject areas

  • Modelling and Simulation
  • Statistics and Probability
  • Applied Mathematics

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