Space-time fractional diffusions in Gaussian noisy environment

DOI10.1080/17442508.2016.1146282zbMath1379.60065arXiv1508.00252OpenAlexW2963113412MaRDI QIDQ2974860

Guannan Hu, Jingyu Huang, Le Chen, Yaozhong Hu

Publication date: 11 April 2017

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.00252

zbMATH Keywords

fundamental solutionschaos expansionmoment estimatesnonnegativityFox H-functionsGaussian noisy environmentheat kernel type estimatetime and space fractional order SPDEtime fractional diffusions

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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