logo_acta

Acta Mathematica Vietnamica

Continuity of the Solution to a Stochastic Time-fractional Diffusion Equations in the Spatial Domain with Locally Lipschitz Sources

Dang Duc Trong , icon-email Nguyen Dang Minh , Nguyen Nhu Lan , Nguyen Thi Mong Ngoc

Abstract

We study the nonlinear stochastic time-fractional diffusion equation in the spatial domain R driven by a locally Lipschitz source satisfying

( tD0+α2x2)u(t,x)=Itγ(F(t,x,u)),

where xR,α(0,1],γ1α, the source term is defined F(t,x,u)=f(t,x,u(t,x))+ρ(t,x,u(t,x))W˙(t,x) and W is the multiplicative space-time white noise. We investigate the existence, uniqueness of a maximal random field solution. Moreover, we prove the stability of the solution with respect to perturbed fractional orders α,γ  and the initial condition.