Solving a Nonlinear Fractional Stochastic Partial Differential Equation with Fractional Noise

In this article, we will prove the existence, uniqueness and Hölder regularity of the solution to the fractional stochastic partial differential equation of the form $$\begin{aligned} \frac{\partial }{\partial t}u(t,x)=\mathfrak {D}(x,D)u(t,x)+\frac{\partial f}{\partial x}(t,x,u(t,x))+\frac{\partial ^2 W^H}{\partial t\partial x}(t,x), \end{aligned}$$ ∂ ∂ t u ( t , x ) = D ( x , D ) u ( t , x ) + ∂ f ∂ x ( t , x , u ( t , x ) ) + ∂ 2 W H ∂ t ∂ x ( t , x ) , where $$\mathfrak {D}(x,D)$$ D ( x , D ) denotes the Markovian generator of stable-like Feller process, $$f:[0,T]\times \mathbb {R}\times \mathbb {R}\rightarrow \mathbb {R}$$ f : [ 0 , T ] × R × R → R is a measurable function, and $$\frac{\partial ^2 W^H}{\partial t\partial x}(t,x)$$ ∂ 2 W H ∂ t ∂ x ( t , x ) is a double-parameter fractional noise. In addition, we establish lower and upper Gaussian bounds for the probability density of the mild solution via Malliavin calculus and the new tool developed by Nourdin and Viens (Electron J Probab 14:2287–2309, 2009).