2 papers
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.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…