Abstract

In this paper, we investigate a terminal value problem for stochastic fractional diffusion equations with Caputo–Fabrizio derivative. The stochastic noise we consider here is the white noise taken value in the Hilbert space [Formula: see text]. The main contribution is to investigate the well-posedness and ill-posedness of such problem in two distinct cases of the smoothness of the Hilbert scale space [Formula: see text] (see Assumption 3.1), which is a subspace of [Formula: see text]. When [Formula: see text] is smooth enough, i.e. the parameter [Formula: see text] is sufficiently large, our problem is well-posed and it has a unique solution in the space of Hölder continuous functions. In contract, in the different case when [Formula: see text] is smaller, our problem is ill-posed; therefore, we construct a regularization result.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.