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]...

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Detalhes bibliográficos
Autores: Tuan, Nguyen Huy, Caraballo Garrido, Tomás, Thach, Tran Ngoc
Tipo de documento: artigo
Estado:Versión enviada para evaluación y publicación
Data de publicação:2023
País:España
Recursos:Universidad de Sevilla (US)
Repositório:idUS. Depósito de Investigación de la Universidad de Sevilla
OAI Identifier:oai:idus.us.es:11441/147889
Acesso em linha:https://hdl.handle.net/11441/147889
https://doi.org/10.3233/ASY-221811
Access Level:Acceso aberto
Palavra-chave:fractional diffusion equations
standard Brownian motion
finite delay
infinite delay
stochastic equations
Descrição
Resumo: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