On a fractional Rayleigh-Stokes equation driven by fractional Brownian motion

被引:4
|
作者
Tuan, Nguyen Huy [1 ]
Tri, Vo Viet [2 ]
Singh, Jagdev [3 ]
Thach, Tran Ngoc [4 ]
机构
[1] Duy Tan Univ, Inst Res & Dev, Da Nang, Vietnam
[2] Thu Dau Mot Univ, Div Appl Math, Thu Dau Mot, Vietnam
[3] JECRC Univ, Dept Math, Jaipur, Rajasthan, India
[4] Ton Duc Thang Univ, Fac Math & Stat, Appl Anal Res Grp, Ho Chi Minh City, Vietnam
关键词
fractional Brownian motion; fractional differential equation; fractional noise; Rayleigh– Stokes equation; stochastic partial differential equation; STOCHASTIC-EVOLUTION EQUATIONS; PARTIAL-DIFFERENTIAL-EQUATIONS; ASYMPTOTIC-BEHAVIOR; DIFFUSION EQUATION; EXISTENCE; TERM;
D O I
10.1002/mma.7125
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this work, a stochastic Rayleigh-Stokes equation driven by fractional Brownianmotion is considered in both cases h epsilon. ( 0, 1/2) and h epsilon ( 1/22, 1). The existence and uniqueness of mild solution in each case are established separately by applying a standard method that is Banach fixed point theorem. The required results are obtained by stochastic analysis techniques, fractional calculus. In addition, the regularity results of mild solution for this problem is investigated.
引用
收藏
页码:7725 / 7740
页数:16
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