Fractional Stokes–Boussinesq–Langevin equation and Mittag-Leffler correlation decay

DOI10.1090/TPMS/1060zbMath1488.60076OpenAlexW2969695365WikidataQ127355497 ScholiaQ127355497MaRDI QIDQ5230205

V. V. Anh, Nikolai N. Leonenko

Publication date: 21 August 2019

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/tpms/1060

zbMATH Keywords

Mittag-Leffler functionlong-range dependenceanomalous diffusionLangevin equation with delayStokes-Boussinesq-Langevin equation

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Related Items (3)

Investigation of Airy equations with random initial conditions ⋮ Asymptotic Analysis of the Mean Squared Displacement under Fractional Memory Kernels ⋮ Fractional Ornstein-Uhlenbeck process with stochastic forcing, and its applications

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