Open Access

  

Original research article

Stochastic sub-diffusion equation with conformable derivative driven by standard Brownian motion

Author(s):

Ngo Ngoc Hunga, Ho Duy Binhb, Nguyen Hoang Lucb, Nguyen Thi Kieu Anc, Le Dinh Longb

aFaculty of Fundamental Science, Industrial University of Ho Chi Minh City, Vietnam.
bDivision of Applied Mathematics, Thu Dau Mot University, Binh Duong Province, Vietnam.
cFaculty of Information Technology, Ho Chi Minh City University of Technology, Ho Chi Minh City, Vietnam.

Advances in the Theory of Nonlinear Analysis and its Applications 5(3), 287-299.
Received: March 31, 2021

  

  

  

Accepted: April 25, 2021

  

Published: April 27, 2021

Abstract

This article is concerned with a forward problem for the following sub-diffusion equation driven by standard Brownian motion
\[
({}^{C}D_{t}^{\gamma} + A)u(t) = f(t) + B(t)\dot{W}(t), \quad t \in J := (0, T),
\]
where ${}^{C}D_{t}^{\gamma}$ is the conformable derivative, $\gamma \in \left(\tfrac{1}{2}, 1\right]$. Under some flexible assumptions on $f$, $B$ and the initial data, we investigate the existence, regularity, and continuity of the solution on two spaces $L^{r}(J; L^{2}(\Omega, H^{\alpha}))$ and $C^{\alpha}(J; L^{2}(\Omega, H))$ separately.

Keywords: Diffusion equation; Standard Brownian motion; Fractional Brownian motion; Conformable derivative; Existence and regularity.

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APA Style

Hung, N., Binh, H., Luc, N., Kıeu, A. N. T., & Long, L. D. (2021). Stochastic sub-diffusion equation with conformable derivative driven by standard Brownian motion. Advances in the Theory of Nonlinear Analysis and its Application5(3), 287-299.