Fractional kinetic equations driven by Gaussian or infinitely divisible noise

被引：21
作者：
Angulo, JM
Anh, VV
McVinish, R
Ruiz-Medina, MD
机构：
[1] Univ Granada, Dept Stat & Operat Res, E-18071 Granada, Spain
[2] Queensland Univ Technol, Sch Math Sci, Brisbane, Qld 4001, Australia
来源：
ADVANCES IN APPLIED PROBABILITY | 2005年 / 37卷 / 02期
关键词：
fractional diffusion; fractional heat equation; fractional kinetic equation; long-range dependence;
D O I：
10.1239/aap/1118858630
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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.
引用
收藏
页码：366 / 392
页数：27
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