SCALING LIMITS FOR TIME-FRACTIONAL DIFFUSION-WAVE SYSTEMS WITH RANDOM INITIAL DATA

DOI10.1142/S0219493710002826zbMath1247.60070OpenAlexW2106346614MaRDI QIDQ5187837

Gi-Ren Liu, Narn-Rueih Shieh

Publication date: 9 March 2010

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493710002826

zbMATH Keywords

Mittag-Leffler functionscaling limitHermite expansionnon-central limit theoremfractional diffusion equationrandom initial conditionsrandom PDE

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Central limit and other weak theorems (60F05) Inference from stochastic processes and spectral analysis (62M15) Stochastic integrals (60H05) Self-similar stochastic processes (60G18) Initial value problems for second-order parabolic systems (35K45)

Related Items (4)

Macroscaling Limit Theorems for Filtered Spatiotemporal Random Fields ⋮ Generalized backward doubly stochastic differential equations driven by Lévy processes with continuous coefficients ⋮ Multi-scaling limits for time-fractional relativistic diffusion equations with random initial data ⋮ Scaling Limits for Some P.D.E. Systems with Random Initial Conditions

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