Spatiotemporal random fields associated with stochastic fractional Helmholtz and heat equations

DOI10.1007/S00477-007-0157-7zbMATH Open1177.60052OpenAlexW2005391976MaRDI QIDQ839451FDOQ839451

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

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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)

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

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