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math.PR2026
Stochastic fractional diffusion equations with spatial Gaussian noise in the Stratonovich regime
Yuhui Guo, Jian Song, Guanyu Wu
For a class of stochastic fractional diffusion equations, we prove the existence of Stratonovich solutions and obtain the precise values of the Lyapunov exponents governing the lar…
math.PR2025
Space-time fractional stochastic partial differential equations driven by Lévy white noise
Yuhui Guo, Jiang-Lun Wu
This paper is concerned with the following space-time fractional stochastic nonlinear partial differential equation \begin{equation*} \left(\partial_t^β+\fracν{2}\left(-Δ\right)^{α…
math.PR2024
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\left…