Fractional Generalized Random Fields on Bounded Domains

DOI10.1081/SAP-120019295zbMath1043.60042MaRDI QIDQ4799717

V. V. Anh, María D. Ruiz-Medina, José M. Angulo

Publication date: 25 March 2003

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

fractional diffusionfractional generalized random fieldsfractional stochastic partial differential equations

Mathematics Subject Classification ID

Random fields (60G60) General second-order stochastic processes (60G12) Generalized stochastic processes (60G20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

• Possible long-range dependence in fractional random fields.
• Elliptic Gaussian random processes
• Estimation and filtering of fractional generalised random fields
• Fractional diffusion and fractional heat equation
• DIFFERENTIAL REPRESENTATION AND MARKOV PROPERTY OF GENERALIZED RANDOM FIELDS
• Fractals and Spectra
• Covariance factorisation and abstract representation of generalised random fields
• Functional Analysis
• Multi-resolution approximation to the stochastic inverse problem
• On Some Problems Concerning Brownian Motion in Lévy’s Sense
• Brownian Motion with a Several-Dimensional Time
• Stochastic fractional-order differential models with fractal boundary conditions
• Spectral analysis of fractional kinetic equations with random data.
• The random walk's guide to anomalous diffusion: A fractional dynamics approach
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