Sample path properties and small ball probabilities for stochastic fractional diffusion equations

Yuhui Guo, Jian Song, Ran Wang +1

We consider the following stochastic space-time fractional diffusion equation with vanishing initial condition:$$ \partial^β u(t, x)=- \left(-Δ\right)^{α/ 2} u(t, x)+ I_{0+}^γ\…