Stochastic representation of fractional Bessel-Riesz motion

DOI10.1016/J.CHAOS.2017.04.039MaRDI QIDQ1677759zbMATH OpenOpenAlexFDO

Authors Vo V. Anh, Nikolai N. Leonenko, Alla Sikorskii

Publication date 13 November 2017

Published in Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL http://orca.cf.ac.uk/100450/1/Fractional_BR_motion_revised_21April2017_final.pdf

zbMATH Keywords

fractional diffusionstochastic solutionBessel-Riesz subordinatorBessel-Riesz Lévy motion

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional partial differential equations (35R11) PDEs with randomness, stochastic partial differential equations (35R60)

Recommendations

• The Riesz-Bessel fractional diffusion equation
• Stochastic representation of a fractional subdiffusion equation. The case of infinitely divisible waiting times, Lévy noise and space-time-dependent coefficients
• Stochastic analysis of fractional Riesz-Bessel motion
• Fractional diffusions with time-varying coefficients
• scientific article; zbMATH DE number 2010076

Cites work

• scientific article; zbMATH DE number 1601818 (Why is no real title available?)
• scientific article; zbMATH DE number 6521379 (Why is no real title available?)
• scientific article; zbMATH DE number 2015690 (Why is no real title available?)
• scientific article; zbMATH DE number 2015741 (Why is no real title available?)
• scientific article; zbMATH DE number 5681159 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• scientific article; zbMATH DE number 3075147 (Why is no real title available?)
• Brownian subordinators and fractional Cauchy problems
• Correlation structure of fractional Pearson diffusions
• Diffusion Equation and Stochastic Processes
• Fractional Pearson diffusions
• Fractional diffusion and fractional heat equation
• Fractional kinetic equations: solutions and applications
• Infinite Divisibility and Variance Mixtures of the Normal Distribution
• Semigroups of linear operators and applications to partial differential equations
• Spectral analysis of fractional kinetic equations with random data.
• Stochastic models for fractional calculus
• The Riesz-Bessel fractional diffusion equation

Cited in

(5)

• Fractional stochastic partial differential equation for random tangent fields on the sphere
• Universality of the stochastic Bessel operator
• Space-time fractional stochastic equations on regular bounded open domains
• Models of space-time random fields on the sphere
• Stochastic analysis of fractional Riesz-Bessel motion

This page was built for publication: Stochastic representation of fractional Bessel-Riesz motion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1677759)