Stochastic processes provide a mathematical framework to describe systems evolving under intrinsic randomness, while anomalous diffusion refers to the deviation from classical Brownian motion where ...

We develop a fast stochastic Galerkin method for an optimal control problem governed by a random space-fractional diffusion equation with deterministic constrained control. Optimal control problems ...

In this paper, we study properties of solutions to stochastic differential equations with Sobolev diffusion coefficients and singular drifts. The properties we study include stability with respect to ...