Spectral densities related to some fractional stochastic differential equations

DOI10.1214/16-ECP4411zbMath1343.60071arXiv1507.01712MaRDI QIDQ287799

Enzo Orsingher, Mirko D'Ovidio, Ludmila M. Sakhno

Publication date: 23 May 2016

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.01712

zbMATH Keywords

Gaussian white noiseAiry functionsfractional stochastic differential equationshigher order heat equationsspectral densitiesWeyl fractional derivatives

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fractional derivatives and integrals (26A33) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10)

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