Fractional random fields associated with stochastic fractional heat equations

DOI10.1239/aap/1113402402zbMath1102.60049OpenAlexW2008631090MaRDI QIDQ4676429

Nikolai N. Leonenko, María D. Ruiz-Medina, M. Ya. Kel'bert

Publication date: 3 May 2005

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1113402402

zbMATH Keywords

geostatisticsfractional heat equationMatérn classoperator spectral methodspatiotemporal spectral density

Mathematics Subject Classification ID

Random fields (60G60) Generalized stochastic processes (60G20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items

Local wavelet-vaguelette-based functional classification of gene expression data, New compactly supported spatiotemporal covariance functions from SPDEs, Spatiotemporal covariance functions for Laplacian ARMA fields in higher dimensions, Fractional spherical random fields, Recent developments on the construction of spatio-temporal covariance models, Spatiotemporal random fields associated with stochastic fractional Helmholtz and heat equations, Space-time fractional stochastic equations on regular bounded open domains, Wavelet-Based Estimation of Anisotropic Spatiotemporal Long-Range Dependence, Mixtures of Tempered Stable Subordinators, Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence, Wavelet-based semiparametric estimation of ocean surface temperature, Gaussian scenario for the heat equation with quadratic potential and weakly dependent data with applications, Local scaling limits of Lévy driven fractional random fields, Multi-scaling limits for time-fractional relativistic diffusion equations with random initial data, Bispectrum and a non-linear model for a non-Gaussian homogenous and isotropic field in 3D, On a class of space-time intrinsic random functions, 2010 Rietz lecture: When does the screening effect hold?, Semiparametric estimation of spatial long-range dependence, SCALING LIMITS FOR TIME-FRACTIONAL DIFFUSION-WAVE SYSTEMS WITH RANDOM INITIAL DATA, Estimation of the covariance function of Gaussian isotropic random fields on spheres, related Rosenblatt-type distributions and the cosmic variance problem, The nonparametric estimation of long memory spatio-temporal random field models, On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields, Spatiotemporal filtering from fractal spatial functional data sequence, A general framework for SPDE-based stationary random fields, On least squares estimation for long-memory lattice processes, Multi-scaling limits for relativistic diffusion equations with random initial data, RÉNYI FUNCTION FOR MULTIFRACTAL RANDOM FIELDS, Spectral analysis of multifractional LRD functional time series, Least-squares estimation of multifractional random fields in a Hilbert-valued context

Cites Work

• Multiple Wiener-Ito integrals. With applications to limit theorems
• Gaussian and their subordinates self-similar random generalized fields
• Burgers-KPZ turbulence. Göttingen lectures
• Interpolation of spatial data. Some theory for kriging
• Possible long-range dependence in fractional random fields.
• Quasi-likelihood and its application. A general approach to optimal parameter estimation
• Scaling laws for fractional diffusion-wave equations with singular data
• Renormalization and homogenization of fractional diffusion equations with random data
• Estimation and filtering of fractional generalised random fields
• Fractional diffusion and fractional heat equation
• On Smoothness Conditions for Trajectories of Random Functions
• On a class of random field models which allows long range dependence
• Fractional differencing
• AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
• On certain classes of spatiotemporal random fields with applications to space-time data processing
• Convergence of integrated processes of arbitrary Hermite rank
• Non-central limit theorems for non-linear functional of Gaussian fields
• The fundamental solution of the space-time fractional diffusion equation
• Fractional Generalized Random Fields on Bounded Domains
• FRACTIONAL RANDOM FIELDS ON DOMAINS WITH FRACTAL BOUNDARY
• ON STATIONARY PROCESSES IN THE PLANE
• Stochastic fractional-order differential models with fractal boundary conditions
• Spectral analysis of fractional kinetic equations with random data.
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item