Recent Progress on Stochastic Fractional Diffusion Equations with Space-Time White Noise

Authors

DOI:

https://doi.org/10.4208/cmaa.2025-0019

Keywords:

Stochastic partial differential equation, space-time white noise, Fox $H$-function, intermittency, Hölder continuity

Abstract

We review the recent development on stochastic fractional diffusion equations with space-time white noise. We explicate the Fox $H$-function, fundamental solutions, mild Skorohod solution and its properties including existence and uniqueness, intermittent property and Hölder continuity.

Author Biographies

  • Yuhui Guo

    Guangdong Provincial Key Laboratory of IRADS, Department of Mathematical Sciences, Beijing Normal – Hong Kong Baptist University, Zhuhai 519087, China

  • Jiang-Lun Wu

    Guangdong Provincial Key Laboratory of IRADS, Department of Mathematical Sciences, Beijing Normal – Hong Kong Baptist University, Zhuhai 519087, China

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Published

2025-11-17

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Issue

Vol. 4 No. 4 (2025)

Section

Articles