Stochastic pseudo-parabolic equations with fractional derivative and fractional Brownian motion
Tran Ngoc Thach, Nguyen Huy Tuan
Abstract
In this study, fractional stochastic pseudo-parabolic equations driven by fractional Brownian motion are investigated. This work aims at establishing existence, uniqueness, regularity results for mild solutions to an initial value problem for considered equations in two cases of H that are H>12 and H<12. In addition, the continuities of mild solutions with respect to the time variable and the order fractional derivative are constructed.
Topics & Concepts
MathematicsFractional Brownian motionUniquenessFractional calculusDerivative (finance)Brownian motionMathematical analysisWork (physics)Order (exchange)Parabolic partial differential equationGeometric Brownian motionApplied mathematicsPartial differential equationDiffusion processStatisticsInnovation diffusionMechanical engineeringEngineeringEconomicsFinanceComputer scienceKnowledge managementFinancial economicsNonlinear Differential Equations AnalysisNonlinear Partial Differential EquationsDifferential Equations and Numerical Methods