Multifractional Markov Processes in Heterogeneous Domains

DOI10.1080/07362994.2010.482832zbMath1236.60041MaRDI QIDQ3081437

V. V. Anh, María D. Ruiz-Medina, José M. Angulo

Publication date: 8 March 2011

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2010.482832

zbMATH Keywords

Hausdorff dimension; heterogeneous fractal processes; weak-sense Markov property

Mathematics Subject Classification ID

60G22: Fractional processes, including fractional Brownian motion

60J25: Continuous-time Markov processes on general state spaces

46E35: Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems

47D06: One-parameter semigroups and linear evolution equations

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