A stochastic fractional Laplace equation driven by colored noise on bounded domain, and its covariance functional
From MaRDI portal
Publication:5090305
DOI10.1080/15326349.2022.2045205zbMath1491.60107OpenAlexW4220745770MaRDI QIDQ5090305
Emilio Porcu, Nicolas Piña, Tomás Caraballo Garrido
Publication date: 18 July 2022
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326349.2022.2045205
spectral representationcolored noisefractional Laplaciangeneralized random fieldcovariance functional
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional partial differential equations (35R11)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Fourier analysis and stochastic processes
- Hitchhiker's guide to the fractional Sobolev spaces
- Left-inverses of fractional Laplacian and sparse stochastic processes
- Nonlocal problems with Neumann boundary conditions
- A lattice scheme for stochastic partial differential equations of elliptic type in dimension \(d \geq 4\)
- Some observations on the Green function for the ball in the fractional Laplace framework
- Time series: theory and methods.
- Correlation theory of stationary and related random functions. Volume I: Basic results
- Elliptic boundary value problems with Gaussian white noise loads
- Weyl and Marchaud derivatives: a forgotten history
- Multivariate characteristic and correlation functions
- Distributions, Sobolev spaces, elliptic equations
- Spatial Matérn Fields Driven by Non-Gaussian Noise
- Elliptic stochastic partial differential equations with two reflecting walls
- A FRACTIONAL POISSON EQUATION: EXISTENCE, REGULARITY AND APPROXIMATIONS OF THE SOLUTION
- Quasi-Linear Elliptic Stochastic Partial Differential Equation: Markov property
- Fractional Generalized Random Fields on Bounded Domains
- Invariances, Laplacian-Like Wavelet Bases, and the Whitening of Fractal Processes
- The Hilbert-Schmidt Property for Embedding Maps between Sobolev Spaces
- ON STATIONARY PROCESSES IN THE PLANE
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- Stochastic models for fractional calculus