Consider the one-dimensional nonlinear stochastic heat equation $$ \frac{\partial u(t,x)}{\partial t} = \frac{\partial^2 u(t,x)}{\partial x^2} + \sigma(u(t,x))\dot W(t,x), \qquad t>0,\ x\in\mathbb R, $$ where $\dot W$ is a Gaussian noise that is white in time and fractional in space with Hurst parameter $H\in(1/4,1/2)$...
Bin Qian, Meng-Xin Tong, Ran Wang et al.· 0 citations
We consider the linear stochastic fractional diffusion equation \begin{equation*} \partial^{\beta} u(t,x)=-\left(-\Delta\right)^{\alpha/2}u(t,x) +I_t^{\gamma}\bigl[\dot W(t,x)\bigr], \qquad t>0,\quad x\in\mathbb R^d, \end{equation*} with zero initial conditions, where $\alpha>0$, $\beta\in(0,2)$, and $\gamma\ge0$. The...
Chang Liu, Ran Wang· 0 citations
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