Equations of Mathematical Physics and Compositions of Brownian and Cauchy Processes

DOI10.1080/07362994.2011.581071zbMath1223.60083arXiv1008.0928OpenAlexW2078838852MaRDI QIDQ5198937

Ludmila M. Sakhno, Luisa Beghin, Enzo Orsingher

Publication date: 10 August 2011

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

Full work available at URL: https://arxiv.org/abs/1008.0928

zbMATH Keywords

wave equationfractional Brownian motionfractional partial differential equationsCauchy processRiesz fractional derivativeiterated Brownian motionvibration of rods

Mathematics Subject Classification ID

Other physical applications of random processes (60K40) Partial differential equations of mathematical physics and other areas of application (35Q99) Fractional partial differential equations (35R11)

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Fractional Gamma and Gamma-Subordinated Processes, Fractional Brownian motions ruled by nonlinear equations, Large deviations for fractional Poisson processes, Investigation of sample paths properties for some classes of \(\varphi \)-sub-Gaussian stochastic processes, Iterated stochastic processes: simulation and relationship with high order partial differential equations

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