Fractional Stokes–Boussinesq–Langevin equation and Mittag-Leffler correlation decay
From MaRDI portal
Publication:5230205
DOI10.1090/tpms/1060zbMath1488.60076OpenAlexW2969695365MaRDI QIDQ5230205
V. V. Anh, Nikolai N. Leonenko
Publication date: 21 August 2019
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/tpms/1060
Mittag-Leffler functionlong-range dependenceanomalous diffusionLangevin equation with delayStokes-Boussinesq-Langevin equation
Stationary stochastic processes (60G10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)
Related Items (3)
Investigation of Airy equations with random initial conditions ⋮ Asymptotic Analysis of the Mean Squared Displacement under Fractional Memory Kernels ⋮ Fractional Ornstein-Uhlenbeck process with stochastic forcing, and its applications
Cites Work
- 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
- On the theory of Brownian motion with the Alder-Wainwright effect
- Bilinear stochastic systems with fractional Brownian motion input
- Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
- Possible long-range dependence in fractional random fields.
- Stochastic models for fractal processes
- Harmonic analysis and boundary value problems in the complex domain
- Analytic and asymptotic properties of generalized Linnik probability densities
- Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2
- Integration questions related to fractional Brownian motion
- Fractional {O}rnstein-{U}hlenbeck processes
- Statistical physics II. Nonequilibrium statistical mechanics.
- Long memory continuous time models
- Fluctuating hydrodynamics and Brownian motion
- Axioms for Euclidean Green's functions
- From Euclidean to relativistic fields and on the notion of Markoff fields
- Stochastic calculus for fractional Brownian motion and related processes.
- Construction of quantum fields from Markoff fields
- Velocity and displacement correlation functions for fractional generalized Langevin equations
- Modeling single-file diffusion with step fractional Brownian motion and a generalized fractional Langevin equation
- Equation of motion for a small rigid sphere in a nonuniform flow
- On anomalous diffusion and the fractional generalized Langevin equation for a harmonic oscillator
- On quantum theory in terms of white noise
This page was built for publication: Fractional Stokes–Boussinesq–Langevin equation and Mittag-Leffler correlation decay