Equations of Mathematical Physics and Compositions of Brownian and Cauchy Processes
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Publication:5198937
DOI10.1080/07362994.2011.581071zbMath1223.60083arXiv1008.0928OpenAlexW2078838852MaRDI QIDQ5198937
Ludmila M. Sakhno, Luisa Beghin, Enzo Orsingher
Publication date: 10 August 2011
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1008.0928
wave equationfractional Brownian motionfractional partial differential equationsCauchy processRiesz fractional derivativeiterated Brownian motionvibration of rods
Other physical applications of random processes (60K40) Partial differential equations of mathematical physics and other areas of application (35Q99) Fractional partial differential equations (35R11)
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