Stochastic fractional diffusion equations containing finite and infinite delays with multiplicative noise
In this work, we investigate stochastic fractional diffusion equations with Caputo-Fabrizio fractional derivatives and multiplicative noise, involving finite and infinite delays. Initially, the existence and uniqueness of the mild solution in the spaces C p ([−a, b];L q (Ω, H˙ r ))) and C δ ((−∞, b]...
| Autores: | , , |
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| Tipo de recurso: | artículo |
| Estado: | Versión enviada para evaluación y publicación |
| Fecha de publicación: | 2023 |
| País: | España |
| Institución: | Universidad de Sevilla (US) |
| Repositorio: | idUS. Depósito de Investigación de la Universidad de Sevilla |
| OAI Identifier: | oai:idus.us.es:11441/147889 |
| Acceso en línea: | https://hdl.handle.net/11441/147889 https://doi.org/10.3233/ASY-221811 |
| Access Level: | acceso abierto |
| Palabra clave: | fractional diffusion equations standard Brownian motion finite delay infinite delay stochastic equations |
| Sumario: | In this work, we investigate stochastic fractional diffusion equations with Caputo-Fabrizio fractional derivatives and multiplicative noise, involving finite and infinite delays. Initially, the existence and uniqueness of the mild solution in the spaces C p ([−a, b];L q (Ω, H˙ r ))) and C δ ((−∞, b];L q (Ω, H˙ r ))) are established. Next, besides investigating the regularity properties, we show the continuity of mild solutions with respect to the initial functions and the order of the fractional derivative for both cases of delay separately |
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