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On a Stochastic Partial Differential Equation with Non-local Diffusion
Authors:Pascal Azerad  Mohamed Mellouk
Institution:(1) Institut de Mathématiques et de Modélisation de Montpellier, UMR CNRS 5149, Université Montpellier 2, cc 51, Place Eugène Bataillon, 34095 Montpellier Cedex 5, France
Abstract:In this paper, we prove existence, uniqueness and regularity for a class of stochastic partial differential equations with a fractional Laplacian driven by a space-time white noise in dimension one. The equation we consider may also include a reaction term.
Keywords:Fractional derivative operator  Stochastic partial differential equation  Space–  time white noise  Nonlocal diffusion  Fourier transform
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