Kavli Affiliate: Ran Wang | First 5 Authors: Yuhui Guo, Jian Song, Ran Wang, Yimin Xiao, | Summary: We consider the following stochastic space-time fractional diffusion equation with vanishing initial condition:$$ partial^{beta} u(t, x)=- left(-Deltaright)^{alpha / 2} u(t, x)+ I_{0+}^{gamma}left[dot{W}(t, x)right],quad tin[0,T],: x in mathbb{R}^d,$$ where $alpha>0$, $betain(0,2)$, $gammain[0,1)$, $left(-Deltaright)^{alpha/2}$ is the fractional/power of Laplacian […]
Continue.. Sample path properties and small ball probabilities for stochastic fractional diffusion equations