Strong local nondeterminism for stochastic time-fractional slow and fast diffusion equations

Abstract

We study a class of stochastic time-fractional equations on $\mathbb{R}^d$ driven by a centered Gaussian noise, involving a Caputo time derivative of order $β>0$, a fractional (power) Laplacian of order $α>0$, and a Riemann-Liouville time integral of order $γ\ge0$ acting on the noise. The noise is fractional in time (index $H$) and Riesz-type in space (index $\ell$). We derive sharp Dalang-type necessary and sufficient conditions for the existence of a random field solution across almost full parameter range $(α,β,γ;H,\ell)$. Under the Dalang-type conditions, we prove sharp variance bounds for temporal and spatial increments, as well as strong local nondeterminism in time in several regimes (two-sided version for $β=1$ and for parts of the case $β=2$; one-sided version for $0<β<2$) and strong local nondeterminism in space for the whole range of parameters. As applications, we derive exact uniform and local moduli of continuity, Chung-type laws of the iterated logarithm, and quantitative bounds on small ball probabilities. Along the way, we obtain sharp asymptotics for the fundamental solution kernels at $0$ and $\infty$, which may be of independent interest.