Stochastic diffusion equation with fractional Laplacian on the first quadrant

DOI10.1515/FCA-2019-0043MaRDI QIDQ2328636zbMATH OpenOpenAlexFDO

Authors Eduard Garcia-Murcia, Jorge Sánchez-Ortiz, Francisco J. Ariza Hernandez, Martin P. Arciga Alejandre

Publication date 10 October 2019

Published in Fractional Calculus \ Applied Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/fca-2019-0043

zbMATH Keywords

Brownian motionfractional LaplacianFokas methodMonte Carlo integration

Mathematics Subject Classification ID

Fractional partial differential equations (35R11) Integral representations, integral operators, integral equations methods in two dimensions (31A10)

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Cited in

(2)

• A Neumann problem for a diffusion equation with \(n\)-dimensional fractional Laplacian
• Kinetic solutions for nonlocal stochastic conservation laws

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