Translator Disclaimer
October 2021 Some properties of space-time fractional stochastic partial differential equations with Lévy noise
Kexue Li
Rocky Mountain J. Math. 51(5): 1715-1722 (October 2021). DOI: 10.1216/rmj.2021.51.1715

Abstract

We consider a class of space-time fractional stochastic partial differential equation on a bounded domain with Lévy noise. We prove that the second moment of the solution u(t,x) can not decay exponentially and for β(0,12], supxD𝔼|u(t,x)|2 grows exponentially fast for large t. When β(12,1), there is some phase transition of the second moment growth, depending on the noise level λ.

Citation

Download Citation

Kexue Li. "Some properties of space-time fractional stochastic partial differential equations with Lévy noise." Rocky Mountain J. Math. 51 (5) 1715 - 1722, October 2021. https://doi.org/10.1216/rmj.2021.51.1715

Information

Received: 30 September 2020; Revised: 10 December 2020; Accepted: 6 January 2021; Published: October 2021
First available in Project Euclid: 17 February 2022

Digital Object Identifier: 10.1216/rmj.2021.51.1715

Subjects:
Primary: 26A33

Keywords: Lévy noise , Mittag–Leffler function , space-time fractional stochastic equations

Rights: Copyright © 2021 Rocky Mountain Mathematics Consortium

JOURNAL ARTICLE
8 PAGES

This article is only available to subscribers.
It is not available for individual sale.
+ SAVE TO MY LIBRARY

SHARE
Vol.51 • No. 5 • October 2021
Back to Top