On The L{2}-Solutions of Stochastic Fractional Partial Differential Equations; Existence, Uniqueness and Equivalence of Solutions

Latifa Debbi

paper

On The L{2}-Solutions of Stochastic Fractional Partial Differential Equations; Existence, Uniqueness and Equivalence of Solutions

arXiv:1102.4715

Abstract

The aim of this work is to prove existence and uniqueness of $L^{2} -$ solutions of stochastic fractional partial differential equations in one spatial dimension. We prove also the equivalence between several notions of $L^{2} -$ solutions. The Fourier transform is used to give meaning to SFPDEs. This method is valid also when the diffusion coefficient is random.