Stochastic sub-diffusion equation with conformable derivative driven by standard Brownian motion
Stochastic sub-diffusion equation with conformable derivative driven by standard Brownian motion
This article is concerned with a forward problem for the following sub-diffusion equation driven by standard Brownian motion
 \begin{align*} 
 \left( ^{\mathcal C} \partial^\gamma_t + A \right) u(t) = f(t) + B(t) \dot{W}(t), \quad t\in J:=(0,T),
 \end{align*} 
 where $^{\mathcal C} \partial^\gamma_t$ is the conformable derivative, $\gamma \in (\frac{1}{2},1].$ Under …