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On the solution process for a stochastic fractional partial differential equation driven by space-time white noise

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  • Wu, Dongsheng

Abstract

Let be the solution process for the following Cauchy problem for the stochastic fractional partial differential equation taking values in : where (1

Suggested Citation

  • Wu, Dongsheng, 2011. "On the solution process for a stochastic fractional partial differential equation driven by space-time white noise," Statistics & Probability Letters, Elsevier, vol. 81(8), pages 1161-1172, August.
  • Handle: RePEc:eee:stapro:v:81:y:2011:i:8:p:1161-1172
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    References listed on IDEAS

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    1. Debbi, Latifa & Dozzi, Marco, 2005. "On the solutions of nonlinear stochastic fractional partial differential equations in one spatial dimension," Stochastic Processes and their Applications, Elsevier, vol. 115(11), pages 1764-1781, November.
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    Cited by:

    1. Lei Zhang & Yongsheng Ding & Kuangrong Hao & Liangjian Hu & Tong Wang, 2014. "Moment stability of fractional stochastic evolution equations with Poisson jumps," International Journal of Systems Science, Taylor & Francis Journals, vol. 45(7), pages 1539-1547, July.
    2. Dalang, Robert C. & Pu, Fei, 2021. "Optimal lower bounds on hitting probabilities for non-linear systems of stochastic fractional heat equations," Stochastic Processes and their Applications, Elsevier, vol. 131(C), pages 359-393.

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