Stochastic representation of fractional Bessel-Riesz motion

DOI10.1016/j.chaos.2017.04.039zbMath1374.35415OpenAlexW2611656093MaRDI QIDQ1677759

V. V. Anh, Alla Sikorskii, Nikolai N. Leonenko

Publication date: 13 November 2017

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: http://orca.cf.ac.uk/100450/1/Fractional_BR_motion_revised_21April2017_final.pdf

zbMATH Keywords

stochastic solutionfractional diffusionBessel-Riesz Lévy motionBessel-Riesz subordinator

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Fractional partial differential equations (35R11)

Related Items (3)

Space-time fractional stochastic equations on regular bounded open domains ⋮ Models of space-time random fields on the sphere ⋮ Fractional stochastic partial differential equation for random tangent fields on the sphere

Cites Work

• Correlation structure of fractional Pearson diffusions
• Semigroups of linear operators and applications to partial differential equations
• The Riesz-Bessel fractional diffusion equation
• Fractional Pearson diffusions
• Fractional diffusion and fractional heat equation
• Brownian subordinators and fractional Cauchy problems
• Fractional kinetic equations: solutions and applications
• Infinite Divisibility and Variance Mixtures of the Normal Distribution
• Diffusion Equation and Stochastic Processes
• Stochastic models for fractional calculus
• Spectral analysis of fractional kinetic equations with random data.
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