Fractional kinetic equations driven by Gaussian or infinitely divisible noise

DOI10.1239/aap/1118858630zbMath1076.60044OpenAlexW2075871755MaRDI QIDQ5694149

V. V. Anh, José M. Angulo, María D. Ruiz-Medina, Ross S. McVinish

Publication date: 29 September 2005

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1118858630

zbMATH Keywords

continuous time random walklong-range dependencefractional heat equationLévy noisefractional diffusionsMittag-Leffler densityindex-\(\beta\) Gaussian fieldRiesz-Bessel operator

Mathematics Subject Classification ID

Random fields (60G60) Diffusion processes (60J60) Sample path properties (60G17) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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