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

^*此作品的通讯作者

科研成果: 期刊稿件 › 文章 › 同行评审

82 引用（Scopus）

摘要

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.

源语言	英语
页（从-至）	1470-1499
页数	30
期刊	Stochastic Processes and their Applications
卷	125
期	4
DOI	https://doi.org/10.1016/j.spa.2014.11.005
出版状态	已出版 - 4月 2015
已对外发布	是

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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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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",

year = "2015",

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T1 - Fractional time stochastic partial differential equations

AU - Chen, Zhen Qing

AU - Kim, Kyeong Hun

AU - Kim, Panki

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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

UR - http://www.scopus.com/inward/record.url?scp=84922567801&partnerID=8YFLogxK

U2 - 10.1016/j.spa.2014.11.005

DO - 10.1016/j.spa.2014.11.005

M3 - Article

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SP - 1470

EP - 1499

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

IS - 4

ER -

Fractional time stochastic partial differential equations

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