An Analysis and Global Identification of Smoothless Variable Order of a Fractional Stochastic Differential Equation

An Analysis and Global Identification of Smoothless Variable Order of a Fractional Stochastic Differential Equation

We establish both the uniqueness and the existence of the solutions to a hidden-memory variable-order fractional stochastic partial differential equation, which models, e.g., the stochastic motion of a Brownian particle within a viscous liquid medium varied with fractal dimensions. We also investiga...

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Bibliographic Details
Main Authors: Qiao Li, Xiangcheng Zheng, Hong Wang, Zhiwei Yang, Xu Guo
Format: Article
Language:English
Published: MDPI AG 2023-11-01
Series:Fractal and Fractional
Subjects:
hidden memory
stochastic differential equation
well-posedness
Hölder continuous
inverse problem
smoothless
Online Access:https://www.mdpi.com/2504-3110/7/12/850

Internet

https://www.mdpi.com/2504-3110/7/12/850

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