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Asymptotic behaviour of solution and non-existence of global solution to a class of conformable time-fractional stochastic equation

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  • Nane, Erkan
  • Nwaeze, Eze R.
  • Omaba, McSylvester Ejighikeme

Abstract

Consider the following class of conformable time-fractional stochastic equation, for any x∈R fixed, Tα,tau(x,t)=λσ(u(x,t))Ẇt,t∈[a,∞),0<α<1, with a non-random initial condition u(x,0)=u0(x),x∈R assumed to be non-negative and bounded, Tα,ta is a conformable time-fractional derivative, σ:R→R is globally Lipschitz continuous, Ẇt a generalized derivative of Wiener process and λ>0 is the noise level. Given some precise and suitable conditions on the non-random initial function, we study the asymptotic behaviour of the solution with respect to the time parameter t and the noise level parameter λ. We also show that when the non-linear term σ grows faster than linear, the energy of the solution blows-up at finite time for all α∈(0,1).

Suggested Citation

  • Nane, Erkan & Nwaeze, Eze R. & Omaba, McSylvester Ejighikeme, 2020. "Asymptotic behaviour of solution and non-existence of global solution to a class of conformable time-fractional stochastic equation," Statistics & Probability Letters, Elsevier, vol. 163(C).
  • Handle: RePEc:eee:stapro:v:163:y:2020:i:c:s016771522030095x
    DOI: 10.1016/j.spl.2020.108792
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    References listed on IDEAS

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    1. Çenesiz, Yücel & Kurt, Ali & Nane, Erkan, 2017. "Stochastic solutions of conformable fractional Cauchy problems," Statistics & Probability Letters, Elsevier, vol. 124(C), pages 126-131.
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    Cited by:

    1. McSylvester Ejighikeme Omaba & Hamdan Al Sulaimani, 2022. "On Caputo–Katugampola Fractional Stochastic Differential Equation," Mathematics, MDPI, vol. 10(12), pages 1-12, June.
    2. Omaba, McSylvester Ejighikeme, 2021. "Growth moment, stability and asymptotic behaviours of solution to a class of time-fractal-fractional stochastic differential equation," Chaos, Solitons & Fractals, Elsevier, vol. 147(C).
    3. Darvishi, M.T. & Najafi, Mohammad & Wazwaz, Abdul-Majid, 2021. "Conformable space-time fractional nonlinear (1+1)-dimensional Schrödinger-type models and their traveling wave solutions," Chaos, Solitons & Fractals, Elsevier, vol. 150(C).
    4. Linna Liu & Feiqi Deng & Boyang Qu & Yanhong Meng, 2022. "Fundamental Properties of Nonlinear Stochastic Differential Equations," Mathematics, MDPI, vol. 10(15), pages 1-18, July.

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