Fractional time stochastic partial differential equations

Zhen Qing Chen; Kyeong Hun Kim; Panki Kim

doi:10.1016/j.spa.2014.11.005

Fractional time stochastic partial differential equations

Zhen Qing Chen, Kyeong Hun Kim, Panki Kim

Department of Mathematics

Research output: Contribution to journal › Article › peer-review

36 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 language	English
Pages (from-to)	1470-1499
Number of pages	30
Journal	Stochastic Processes and their Applications
Volume	125
Issue number	4
DOIs	https://doi.org/10.1016/j.spa.2014.11.005
Publication status	Published - 2015 Apr

Keywords

Fractional time derivative
L-theory
Stochastic partial differential equations

ASJC Scopus subject areas

Statistics and Probability
Modelling and Simulation
Applied Mathematics

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title = "Fractional time stochastic partial differential equations",

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.",

keywords = "Fractional time derivative, L-theory, Stochastic partial differential equations",

author = "Chen, {Zhen Qing} and Kim, {Kyeong Hun} and Panki Kim",

note = "Funding Information: We thank T. Kumagai for discussions on topics related to deterministic fractional time equations and the anonymous referee for many useful comments and some references. Research of ZC is partially supported by NSF Grant DMS-1206276 . Research of KK was supported by Samsung Science and Technology Foundation under Project Number SSTF-BA1401-02 . Research of PK was supported by Samsung Science and Technology Foundation under Project Number SSTF-BA1401-02. ",

year = "2015",

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language = "English",

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T1 - Fractional time stochastic partial differential equations

AU - Chen, Zhen Qing

AU - Kim, Kyeong Hun

AU - Kim, Panki

N1 - Funding Information: We thank T. Kumagai for discussions on topics related to deterministic fractional time equations and the anonymous referee for many useful comments and some references. Research of ZC is partially supported by NSF Grant DMS-1206276 . Research of KK was supported by Samsung Science and Technology Foundation under Project Number SSTF-BA1401-02 . Research of PK was supported by Samsung Science and Technology Foundation under Project Number SSTF-BA1401-02.

PY - 2015/4

Y1 - 2015/4

N2 - 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.

AB - 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.

KW - Fractional time derivative

KW - L-theory

KW - Stochastic partial differential equations

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