Fractional-in-time and multifractional-in-space stochastic partial differential equations

This paper derives the weak-sense Gaussian solution to a family of fractional-in-time and multifractional-in-space stochastic partial differential equations, driven by fractional-integrated-in-time spatiotemporal white noise. Some fundamental results on the theory of pseudodifferential operators of variable order, and on the Mittag-Leffler function are applied to obtain the temporal, spatial and spatiotemporal Hölder continuity, in the mean-square sense, of the derived solution.