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

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 نشر من قبل Hassan Allouba
 تاريخ النشر 2012
  مجال البحث فيزياء
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 تأليف Hassan Allouba




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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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