Homogenization of fractional kinetic equations with random initial data

DOI10.1214/EJP.V16-896zbMath1231.60046arXiv1004.4267MaRDI QIDQ638417

Narn-Rueih Shieh, Gi-Ren Liu

Publication date: 9 September 2011

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1004.4267

zbMATH Keywords

Hermite expansionlong-range dependencerandom initial datamultiple Itô-Wiener integralRiesz-Bessel fractional equation and systemsmall-scale limits

Mathematics Subject Classification ID

Random fields (60G60) Fractional processes, including fractional Brownian motion (60G22) Inference from stochastic processes and spectral analysis (62M15) Stochastic integrals (60H05) Functional limit theorems; invariance principles (60F17)

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