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]...

Descripción completa

Detalles Bibliográficos
Autores: Tuan, Nguyen Huy, Caraballo Garrido, Tomás, Thach, Tran Ngoc
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
id ES_19bd6159b44a14289ce99ed97e7c10cd
oai_identifier_str oai:idus.us.es:11441/147889
network_acronym_str ES
network_name_str España
repository_id_str
spelling Stochastic fractional diffusion equations containing finite and infinite delays with multiplicative noiseTuan, Nguyen HuyCaraballo Garrido, TomásThach, Tran Ngocfractional diffusion equationsstandard Brownian motionfinite delayinfinite delaystochastic equationsIn 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 separatelyIOS PressEcuaciones Diferenciales y Análisis NuméricoFQM314: Análisis Estocástico de Sistemas Diferenciales2023info:eu-repo/semantics/articleinfo:eu-repo/semantics/submittedVersionapplication/pdfapplication/pdfhttps://hdl.handle.net/11441/147889https://doi.org/10.3233/ASY-221811reponame:idUS. Depósito de Investigación de la Universidad de Sevillainstname:Universidad de Sevilla (US)InglésAsymptotic Analysis, 133 (1-2), 227-254.https://dx.doi.org/10.3233/ASY-221811info:eu-repo/semantics/openAccessoai:idus.us.es:11441/1478892026-06-17T12:51:07Z
dc.title.none.fl_str_mv Stochastic fractional diffusion equations containing finite and infinite delays with multiplicative noise
title Stochastic fractional diffusion equations containing finite and infinite delays with multiplicative noise
spellingShingle Stochastic fractional diffusion equations containing finite and infinite delays with multiplicative noise
Tuan, Nguyen Huy
fractional diffusion equations
standard Brownian motion
finite delay
infinite delay
stochastic equations
title_short Stochastic fractional diffusion equations containing finite and infinite delays with multiplicative noise
title_full Stochastic fractional diffusion equations containing finite and infinite delays with multiplicative noise
title_fullStr Stochastic fractional diffusion equations containing finite and infinite delays with multiplicative noise
title_full_unstemmed Stochastic fractional diffusion equations containing finite and infinite delays with multiplicative noise
title_sort Stochastic fractional diffusion equations containing finite and infinite delays with multiplicative noise
dc.creator.none.fl_str_mv Tuan, Nguyen Huy
Caraballo Garrido, Tomás
Thach, Tran Ngoc
author Tuan, Nguyen Huy
author_facet Tuan, Nguyen Huy
Caraballo Garrido, Tomás
Thach, Tran Ngoc
author_role author
author2 Caraballo Garrido, Tomás
Thach, Tran Ngoc
author2_role author
author
dc.contributor.none.fl_str_mv Ecuaciones Diferenciales y Análisis Numérico
FQM314: Análisis Estocástico de Sistemas Diferenciales
dc.subject.none.fl_str_mv fractional diffusion equations
standard Brownian motion
finite delay
infinite delay
stochastic equations
topic fractional diffusion equations
standard Brownian motion
finite delay
infinite delay
stochastic equations
description 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
publishDate 2023
dc.date.none.fl_str_mv 2023
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/submittedVersion
format article
status_str submittedVersion
dc.identifier.none.fl_str_mv https://hdl.handle.net/11441/147889
https://doi.org/10.3233/ASY-221811
url https://hdl.handle.net/11441/147889
https://doi.org/10.3233/ASY-221811
dc.language.none.fl_str_mv Inglés
language_invalid_str_mv Inglés
dc.relation.none.fl_str_mv Asymptotic Analysis, 133 (1-2), 227-254.
https://dx.doi.org/10.3233/ASY-221811
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
application/pdf
dc.publisher.none.fl_str_mv IOS Press
publisher.none.fl_str_mv IOS Press
dc.source.none.fl_str_mv reponame:idUS. Depósito de Investigación de la Universidad de Sevilla
instname:Universidad de Sevilla (US)
instname_str Universidad de Sevilla (US)
reponame_str idUS. Depósito de Investigación de la Universidad de Sevilla
collection idUS. Depósito de Investigación de la Universidad de Sevilla
repository.name.fl_str_mv
repository.mail.fl_str_mv
_version_ 1869404063602311168
score 15.301603

Similares en LA Referencia