Equations of Mathematical Physics and Compositions of Brownian and Cauchy Processes

DOI10.1080/07362994.2011.581071zbMath1223.60083arXiv1008.0928MaRDI QIDQ5198937

Ludmila M. Sakhno, Luisa Beghin, Enzo Orsingher

Publication date: 10 August 2011

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

Full work available at URL: https://arxiv.org/abs/1008.0928

zbMATH Keywords

wave equation; fractional Brownian motion; fractional partial differential equations; Cauchy process; Riesz fractional derivative; iterated Brownian motion; vibration of rods

Mathematics Subject Classification ID

60K40: Other physical applications of random processes

35Q99: Partial differential equations of mathematical physics and other areas of application

35R11: Fractional partial differential equations

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Iterated stochastic processes: simulation and relationship with high order partial differential equations, Large deviations for fractional Poisson processes, Fractional Brownian motions ruled by nonlinear equations, Investigation of sample paths properties for some classes of \(\varphi \)-sub-Gaussian stochastic processes, Fractional Gamma and Gamma-Subordinated Processes

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