Well-posedness and regularity of the Cauchy problem for nonlinear fractional in time and space equations
Abstract
The purpose is to study the Cauchy problem for non-linear in time and space pseudo-differential equations. These include the fractional in time versions of HJB equations governing the controlled scaled CTRW. As a preliminary step which is of independent interest we analyse the corresponding linear equation proving its well-posedness and smoothing...
Paper Details
Title
Well-posedness and regularity of the Cauchy problem for nonlinear fractional in time and space equations
Published Date
Jan 1, 2014
Issue
1
Pages
1 - 30
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