Asymptotic properties of some space-time fractional stochastic equations

On Some Fractional Stochastic Integrodifferential Equations in Hilbert Space

Some linear fractional stochastic equations

Using the multiple stochastic integrals we prove an existence and uniqueness result for a linear stochastic equation driven by the fractional Brownian motion with any Hurst parameter. We study both the one parameter and two parameter cases. When the drift is zero, we show that in the one-parameter case the solution in an exponential, thus positive, function while in the two-parameter settings t...

Stochastic solution of space-time fractional diffusion equations.

Classical and anomalous diffusion equations employ integer derivatives, fractional derivatives, and other pseudodifferential operators in space. In this paper we show that replacing the integer time derivative by a fractional derivative subordinates the original stochastic solution to an inverse stable subordinator process whose probability distributions are Mittag-Leffler type. This leads to e...

Asymptotic properties of fractional delay differential equations

In this paper we study the asymptotic properties of d-dimensional linear fractional differential equations with time delay. First results on existence and uniqueness of solutions are presented. Then we propose necessary and sufficient conditions for asymptotic stability of equations of this type using the inverse Laplace transform method.

Solving nonlinear space-time fractional differential equations via ansatz method

In this paper, the fractional partial differential equations are defined by modified Riemann-Liouville fractional derivative. With the help of fractional derivative and fractional complex transform, these equations can be converted into the nonlinear ordinary differential equations. By using solitay wave ansatz method, we find exact analytical solutions of the space-time fractional Zakharov Kuz...