Equations of Mathematical Physics and Compositions of Brownian and Cauchy Processes

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

Ludmila M. Sakhno, Enzo Orsingher, Luisa Beghin

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 equation; fractional Brownian motion; fractional partial differential equations; Cauchy process; Riesz fractional derivative; iterated Brownian motion; vibration of rods

Mathematics Subject Classification ID

60K40: Other physical applications of random processes

35Q99: Partial differential equations of mathematical physics and other areas of application

35R11: Fractional partial differential equations

Related Items

Large deviations for fractional Poisson processes, Fractional Gamma and Gamma-Subordinated Processes

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