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Fractional elliptic, hyperbolic and parabolic random fields

Leonenko, Nikolai N., Ruiz-Medina, Maria D. and Taqqu, Murad S. 2011. Fractional elliptic, hyperbolic and parabolic random fields. Electronic Journal of Probability 16 , pp. 1134-1172. 10.1214/EJP.v16-891

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Abstract

This paper introduces new classes of fractional and multifractional random fields arising from elliptic, parabolic and hyperbolic equations with random innovations derived from fractional Brownian motion. The case of stationary random initial conditions is also considered for parabolic and hyperbolic equations.

Item Type: Article
Date Type: Publication
Status: Published
Schools: Mathematics
Subjects: Q Science > QA Mathematics
Publisher: Institute of Mathematical Statistics
ISSN: 1083-6489
Last Modified: 04 Jun 2017 04:02
URI: http://orca.cf.ac.uk/id/eprint/31451

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