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

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 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

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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10.1016/j.spa.2014.11.005

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Chen, Z. Q., Kim, K. H., & Kim, P. (2015). Fractional time stochastic partial differential equations. Stochastic Processes and their Applications, 125(4), 1470-1499. https://doi.org/10.1016/j.spa.2014.11.005

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