Small stochastic perturbations in a general fractional kinetic equation

DOI10.1051/ps/2014015zbMath1334.60112OpenAlexW1997078250MaRDI QIDQ2786469

David Márquez-Carreras

Publication date: 12 February 2016

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/ps/2014015

zbMATH Keywords

Malliavin calculusGaussian noisesmall perturbationsRiesz potentialsdensity estimatesBessel potentialsstochastic fractional kinetic equation

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Stationary stochastic processes (60G10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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