On the solutions of nonlinear stochastic fractional partial differential equations in one spatial dimension

Existence, uniqueness and regularity of the trajectories of mild solutions of one-dimensional nonlinear stochastic fractional partial differential equations of order [alpha]>1 containing derivatives of entire order and perturbed by space-time white noise are studied. The fractional derivative operator is defined by means of a generalized Riesz-Feller potential.

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Year of publication:	2005
Authors:	Debbi, Latifa ; Dozzi, Marco
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 115.2005, 11, p. 1764-1781
Publisher:	Elsevier
Keywords:	Fractional derivative operator Stochastic partial differential equation Space-time white noise Holder continuity Equation of high order

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008873842