On a nonlinear stochastic fractional differential equation of fluid dynamics

Abstract

We deal with a nonlinear stochastic fractional differential equation, in the Caputo and Itô senses, that generalizes important models of fluid dynamics, such as the Bagley–Torvik and the Basset equations. We investigate the integral formulation, existence, uniqueness, moment bounds, and continuity with respect to input data. Some conjectures are raised.