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

^*Corresponding author for this work

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

87 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 - Apr 2015
Externally published	Yes

Keywords

Fractional time derivative
L-theory
Stochastic partial differential equations

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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",

month = apr,

doi = "10.1016/j.spa.2014.11.005",

language = "English",

volume = "125",

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T1 - Fractional time stochastic partial differential equations

AU - Chen, Zhen Qing

AU - Kim, Kyeong Hun

AU - Kim, Panki

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

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

AN - SCOPUS:84922567801

SN - 0304-4149

VL - 125

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

Abstract

Keywords

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