Space-time fractional stochastic equations on regular bounded open domains

DOI10.1515/fca-2016-0061zbMath1354.60065arXiv1504.00803OpenAlexW2532029849MaRDI QIDQ2374136

Nikolai N. Leonenko, María D. Ruiz-Medina, V. V. Anh

Publication date: 14 December 2016

Published in: Fractional Calculus \& Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1504.00803

zbMATH Keywords

Mittag-Leffler functioneigenfunction expansionCaputo-Djrbashian fractional derivativestochastic boundary value problemsDirichlet regular bounded open domainsfractional pseudodifferential elliptic operatorsfractional stochastic equationsGaussian spatio-temporal white noise measureRiemannian-Liouville fractional integral

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) General second-order stochastic processes (60G12) Fractional derivatives and integrals (26A33) Sample path properties (60G17) Generalized stochastic processes (60G20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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