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Accession Number:

AD1135443

Title:

Classical and Generalized Solutions of Fractional Stochastic Differential Equations

Author(s):

• Lototsky, S. V.
• Rozovsky, B. L.

Author Organization(s):

• Brown University

Report Date:

2018-11-01

Abstract:

For stochastic evolution equations with fractional derivatives, classical solutions exist when the order of the time derivative of the unknown function is not too small compared to the order of the time derivative of the noise; otherwise, there can be a generalized solution in suitable weighted chaos spaces. Presence of fractional derivatives in time leads to various modifications of the stochastic parabolicity condition. Interesting new effects appear when the order of the time derivative in the noise term is less than or equal to one-half.

Document Type:

Conference:

Journal:

Pages:

22

File Size:

0.28MB

Contracts:

Grants:

Descriptors:

• differential equations
• partial differential equations
• random variables
• equations
• stochastic processes
• brownian motion
• mathematics
• integral equations
• integrals
• random walk
• numbers
• probability
• applied mathematics
• calculus
• diffusion
• electronic mail
• new york
• personal information managers
• real numbers
• standards

SubjectCategory:

• Mathematical and Computer Sciences
• Mathematical and Computer Sciences

Communities of Interest:

• Materials and Manufacturing Processes

Distribution Statement:

Approved For Public Release

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