Stochastic fractional diffusion equations with spatial Gaussian noise in the Stratonovich regime

Yuhui Guo; Jian Song; Guanyu Wu

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arXiv · 2609.04826

Stochastic fractional diffusion equations with spatial Gaussian noise in the Stratonovich regime

Yuhui Guo·Jian Song·Guanyu Wu

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Abstract

For a class of stochastic fractional diffusion equations, we prove the existence of Stratonovich solutions and obtain the precise values of the Lyapunov exponents governing the large $t$-asymptotics of their $p$-th moments for all real $p\in\{1\}\cup[2,\infty)$, as well as the large $p$-asymptotics of the $p$-th moments.

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Yuhui Guo, Jian Song, Guanyu Wu. 2026-09-04. Stochastic fractional diffusion equations with spatial Gaussian noise in the Stratonovich regime. https://arxiv.org/abs/2609.04826

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