DOI: 10.3390/fractalfract7120850 ISSN: 2504-3110

An Analysis and Global Identification of Smoothless Variable Order of a Fractional Stochastic Differential Equation

Qiao Li, Xiangcheng Zheng, Hong Wang, Zhiwei Yang, Xu Guo
  • Statistics and Probability
  • Statistical and Nonlinear Physics
  • Analysis

We establish both the uniqueness and the existence of the solutions to a hidden-memory variable-order fractional stochastic partial differential equation, which models, e.g., the stochastic motion of a Brownian particle within a viscous liquid medium varied with fractal dimensions. We also investigate the inverse problem concerning the observations of the solutions, which eliminates the analytic assumptions on the variable orders in the literature of this topic and theoretically guarantees the reliability of the determination and experimental inference.

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