Spatiotemporal random fields associated with stochastic fractional Helmholtz and heat equations

DOI10.1007/S00477-007-0157-7MaRDI QIDQ839451zbMATHOpenAlexFDO

Authors Mark Kelbert, J. M. Angulo, Nikolai N. Leonenko, María D. Ruiz-Medina

Publication date 2 September 2009

Published in Stochastic Environmental Research and Risk Assessment (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00477-007-0157-7

zbMATH Keywords

geostatisticsfractional random fieldsfractional heat equations[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Mat%EF%BF%BD%EF%BF%BDrn+class&go=Go Mat��rn class]operator spectral methodsspatiotemporal spectral densities

Mathematics Subject Classification ID

Point estimation (62F10) Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Inference from stochastic processes and spectral analysis (62M15) PDEs with randomness, stochastic partial differential equations (35R60)

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Cited in

(9)

• Wavelet-vaguelette decomposition of spatiotemporal random fields
• The Matérn model: a journey through statistics, numerical analysis and machine learning
• Regularity theory for a new class of fractional parabolic stochastic evolution equations
• Fractional stochastic partial differential equation for random tangent fields on the sphere
• Stochastic solutions for time-fractional heat equations with complex spatial variables
• Fractional random fields associated with stochastic fractional heat equations
• Fractional elliptic, hyperbolic and parabolic random fields
• Chung's law of the iterated logarithm for anisotropic Gaussian random fields
• Fractional spherical random fields

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