Scaling Limits for Some P.D.E. Systems with Random Initial Conditions

DOI10.1080/07362991003704969zbMath1207.35285OpenAlexW2046966590MaRDI QIDQ3578754

Gi-Ren Liu, Narn-Rueih Shieh

Publication date: 20 July 2010

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: http://ntur.lib.ntu.edu.tw/bitstream/246246/238983/-1/137.pdf

zbMATH Keywords

scaling limitspectral representationHermite expansionlong-range dependencemultiple Wiener integralsrandom initial conditionPDE systemsubordinated Gaussian fields

Mathematics Subject Classification ID

Random fields (60G60) Inference from stochastic processes and spectral analysis (62M15) Stochastic integrals (60H05) PDEs with randomness, stochastic partial differential equations (35R60) Initial value problems for second-order parabolic equations (35K15)

Related Items (2)

Macroscaling Limit Theorems for Filtered Spatiotemporal Random Fields ⋮ Limit theorems for filtered long-range dependent random fields

Cites Work

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• Spatial Ecology via Reaction‐Diffusion Equations
• SCALING LIMITS FOR TIME-FRACTIONAL DIFFUSION-WAVE SYSTEMS WITH RANDOM INITIAL DATA
• Regularly varying functions

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