Stochastic partial differential equations driven by space-time fractional noises
Ying Hu (IRMAR), Yiming Jiang, Zhongmin Qian (MI)

TL;DR
This paper investigates a class of stochastic partial differential equations driven by space-time fractional noises, introducing a method that involves analyzing nonlocal SPDEs and demonstrating their convergence to solve the original equations.
Contribution
The paper presents a novel approach by connecting nonlocal SPDEs with space-time fractional noise-driven equations through convergence analysis.
Findings
Established convergence of nonlocal SPDE solutions to the fractional noise-driven SPDEs.
Provided a new framework for solving SPDEs with fractional space-time noise.
Enhanced understanding of the behavior of solutions under fractional noise conditions.
Abstract
In this paper, we study a class of stochastic partial differential equations (SPDEs) driven by space-time fractional noises. Our method consists in studying first the nonlocal SPDEs and showing then the convergence of the family of these equations and the limit gives the solution to the SPDE.
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Taxonomy
TopicsStochastic processes and financial applications · Stochastic processes and statistical mechanics · Nonlinear Differential Equations Analysis
