Stochastic fractional-order differential models with fractal boundary conditions

DOI10.1016/S0167-7152(01)00043-8zbMath0988.60052OpenAlexW2171237351MaRDI QIDQ5950014

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

Publication date: 10 July 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(01)00043-8

zbMATH Keywords

homogeneous boundary conditions on a fractal setstochastic fractional-order differential modelsstochastic version of fractal drumsweak-sense Markov condition

Mathematics Subject Classification ID

Stochastic processes (60G99)

Related Items (13)

Fractional Generalized Random Fields of Variable Order ⋮ Fractional Generalized Random Fields on Bounded Domains ⋮ Recent developments on the construction of spatio-temporal covariance models ⋮ Multifractality in space-time statistical models ⋮ Spatiotemporal random fields associated with stochastic fractional Helmholtz and heat equations ⋮ Wavelet-based functional reconstruction and extrapolation of fractional random fields ⋮ FRACTIONAL RANDOM FIELDS ON DOMAINS WITH FRACTAL BOUNDARY ⋮ Parameter Estimation of Self-Similar Spatial Covariogram Models ⋮ Multiscale estimation of processes related to the fractional Black-Scholes equation ⋮ Fractional random fields associated with stochastic fractional heat equations ⋮ Diffusion on multifractals ⋮ Functional denoising and reconstruction of fractal image sequences ⋮ Fractional-order regularization and wavelet approximation to the inverse estimation problem for random fields

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