Stochastic fractional heat equation perturbed by general Gaussian and non-Gaussian noise

Authors

Vivek Kumar, Indian Statistical Institute Bangalore

Article Type

Research Article

Publication Title

Statistics and Probability Letters

Abstract

In this work, we study the stochastic heat equation with Caputo derivative perturbed by a class of noises that include Gaussian noises and non-Gaussian noises. We have deduced the existence, uniqueness and pathwise spatial–temporal regularity properties of mild solutions to the corresponding non-linear time-fractional stochastic heat type equation.

DOI

10.1016/j.spl.2022.109381

Publication Date

5-1-2022

Recommended Citation

Kumar, Vivek, "Stochastic fractional heat equation perturbed by general Gaussian and non-Gaussian noise" (2022). Journal Articles. 3145.
https://digitalcommons.isical.ac.in/journal-articles/3145