Fractional Kinetic Equations Driven by Gaussian or Infinitely Divisible Noise

Angulo, J. M., Anh, V. V., McVinish, R. and Ruiz-Medina, M. D. (2005) Fractional Kinetic Equations Driven by Gaussian or Infinitely Divisible Noise. Advances in applied probability, 37 2: 366-392. doi:10.1239/aap/1118858630


Author Angulo, J. M.
Anh, V. V.
McVinish, R.
Ruiz-Medina, M. D.
Title Fractional Kinetic Equations Driven by Gaussian or Infinitely Divisible Noise
Journal name Advances in applied probability   Check publisher's open access policy
ISSN 0001-8678
Publication date 2005-06-01
Sub-type Article (original research)
DOI 10.1239/aap/1118858630
Volume 37
Issue 2
Start page 366
End page 392
Total pages 27
Place of publication London
Publisher Applied Probability Trust
Language eng
Subject 010404 Probability Theory
Abstract In this paper, we consider a certain type of space- and time-fractional kinetic equation with Gaussian or infinitely divisible noise input. The solutions to the equation are provided in the cases of both bounded and unbounded domains, in conjunction with bounds for the variances of the increments. The role of each of the parameters in the equation is investigated with respect to second- and higher-order properties. In particular, it is shown that long-range dependence may arise in the temporal solution under certain conditions on the spatial operators.
Q-Index Code C1

Document type: Journal Article
Sub-type: Article (original research)
Collections: Excellence in Research Australia (ERA) - Collection
School of Mathematics and Physics
 
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Created: Wed, 04 Feb 2009, 19:17:28 EST by Judy Dingwall on behalf of Mathematics