Fractional Brownian motions ruled by nonlinear equations

DOI10.1016/j.aml.2019.106160zbMath1441.60030arXiv1807.04642OpenAlexW2990367294WikidataQ126641958 ScholiaQ126641958MaRDI QIDQ2187110

Giorgio S. Taverna, Elena Issoglio, Roberto Garra

Publication date: 2 June 2020

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.04642

zbMATH Keywords

fractional Brownian motionsnonlinear fractional equationsfractional integrals and derivativestime-dependent diffusion coefficientiterated fractional Brownian motions

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Fractional derivatives and integrals (26A33) Fractional partial differential equations (35R11)

Cites Work

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• Fractional derivative models for atmospheric dispersion of pollutants
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• Fractional Brownian motion: theory and applications
• Equations of Mathematical Physics and Compositions of Brownian and Cauchy Processes
• Stochastic Calculus for Fractional Brownian Motion and Applications
• Fractional Brownian Motions, Fractional Noises and Applications

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