Small stochastic perturbations in a general fractional kinetic equation
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Publication:2786469
DOI10.1051/ps/2014015zbMath1334.60112OpenAlexW1997078250MaRDI QIDQ2786469
Publication date: 12 February 2016
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/ps/2014015
Malliavin calculusGaussian noisesmall perturbationsRiesz potentialsdensity estimatesBessel potentialsstochastic fractional kinetic equation
Random fields (60G60) Gaussian processes (60G15) Stationary stochastic processes (60G10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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