Next Article in Journal
New Estimates for Exponentially Convex Functions via Conformable Fractional Operator
Previous Article in Journal
Determination of the Fractal Dimension of the Fracture Network System Using Image Processing Technique
Open AccessArticle

Moment Bound of Solution to a Class of Conformable Time-Fractional Stochastic Equation

1
Department of Mathematics, College of Science, University of Hafr Al Batin, P.O. Box 1803, Hafr Al Batin 31991, Saudi Arabia
2
Department of Mathematics, Tuskegee University, Tuskegee, AL 36088, USA
*
Author to whom correspondence should be addressed.
Fractal Fract 2019, 3(2), 18; https://doi.org/10.3390/fractalfract3020018
Received: 29 March 2019 / Revised: 7 April 2019 / Accepted: 7 April 2019 / Published: 9 April 2019
We study a class of conformable time-fractional stochastic equation T α , t a u ( x , t ) = σ ( u ( x , t ) ) W ˙ t , x R , t [ a , T ] , T < , 0 < α < 1 . The initial condition u ( x , 0 ) = u 0 ( x ) , x R is a non-random function assumed to be non-negative and bounded, T α , t a is a conformable time-fractional derivative, σ : R R is Lipschitz continuous and W ˙ t a generalized derivative of Wiener process. Some precise condition for the existence and uniqueness of a solution of the class of equation is given and we also give an upper bound estimate on the growth moment of the solution. Unlike the growth moment of stochastic fractional heat equation with Riemann–Liouville or Caputo–Dzhrbashyan fractional derivative which grows in time like t c 1 exp ( c 2 t ) , c 1 , c 2 > 0 ; our result also shows that the energy of the solution (the second moment) grows exponentially in time for t [ a , T ] , T < but with at most c 1 exp ( c 2 ( t a ) 2 α 1 ) for some constants c 1 , and c 2 . View Full-Text
Keywords: conformable time-fractional derivative; energy moment growth bounds; Gaussian noise; generalized derivative; stochastic solution conformable time-fractional derivative; energy moment growth bounds; Gaussian noise; generalized derivative; stochastic solution
MDPI and ACS Style

Omaba, M.E.; Nwaeze, E.R. Moment Bound of Solution to a Class of Conformable Time-Fractional Stochastic Equation. Fractal Fract 2019, 3, 18.

Show more citation formats Show less citations formats
Note that from the first issue of 2016, MDPI journals use article numbers instead of page numbers. See further details here.

Article Access Map by Country/Region

1
Back to TopTop