Journal of Integral Equations and Applications · 2021 · 14 citations · 29 references
Natural SciencesMathematicsDifferential EquationsDynamical SystemsStochastic ProcessesContinuity EquationDiffusion ProcessesIntegral EquationsPartial Differential EquationsStochastic Differential EquationsContinuous Dependence On Initial DataFractional Differential EquationsLangevin EquationsMild SolutionsRegularity CriteriaSource FunctionVolterra Integral EquationsWeak Solutions
We study a nonlinear Langevin equation involving Caputo fractional derivatives of a function with respect to another function in a Banach space. Unlike previous papers, we assume the source function has a singularity. Under a regularity assumption of a solution to the problem, we show that the problem can be transformed to a Volterra integral equation with a two parameter Mittag–Leffler function in the kernel. Based on the obtained Volterra integral equation, we investigate the existence and uniqueness of the mild solution of the problem. Moreover, we show that the mild solution of the problem depends continuously on the inputs: initial data, fractional orders, appropriate function, and friction constant. Meanwhile, a new Henry–Gronwall type inequality is established to prove the main results of the paper. Examples illustrating our results are also presented.
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Uniqueness in an inverse problem for a one-dimensional fractional diffusion equation
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A Langevin approach to stock market fluctuations and crashes
J. P. Bouchaud, Rama Cont · The European Physical Journal B · 1998 · 387 citations · Full text
Application of the Langevin equation to fluid suspensions
E. J. Hinch · Journal of Fluid Mechanics · 1975 · 311 citations
Engineering, Physics, Fluid Dynamics +15