Time-fractional and memoryful $Delta^{2^{k}}$ SIEs on $RptimesRd$: how far can we push white noise?


Abstract in English

High order and fractional PDEs have become prominent in theory and in modeling many phenomena. Here, we focus on the regularizing effect of a large class of memoryful high-order or time-fractional PDEs---through their fundamental solutions---on stochastic integral equations (SIEs) driven by space-time white noise. Surprisingly, we show that maximum spatial regularity is achieved in the fourth-order-bi-Laplacian case; and any further increase of the spatial-Laplacian order is entirely translated into additional temporal regularization of the SIE. We started this program in (Allouba 2013, Allouba 2006), where we introduced two different stochast

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