On a stochastic nonclassical diffusion equation with standard and fractional Brownian motion
نویسندگان
چکیده
This paper is concerned with the mathematical analysis of terminal value problems (TVP) for a stochastic nonclassical diffusion equation, where source assumed to be driven by classical and fractional Brownian motions (fBms). Our two are study in sense well-posedness ill-posedness meanings. Here, TVP problem determining statistical properties initial data from final time data. In case [Formula: see text], text] order Laplace operator, we show that these well-posed under certain assumptions. We state definition obtain results when text]. The major tools this based on integrals respect fBm.
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ژورنال
عنوان ژورنال: Stochastics and Dynamics
سال: 2021
ISSN: ['0219-4937', '1793-6799']
DOI: https://doi.org/10.1142/s0219493721400116