Scaling laws for fractional, diffusion-wave equations with singular data

被引：39

作者：

Anh, VV

Leonenko, NN

机构：

[1] Queensland Univ Technol, Sch Math Sci, Brisbane, Qld 4001, Australia

[2] Natl Taras Shevchenko Univ Kiev, Dept Math, UA-252601 Kiev, Ukraine

来源：

STATISTICS & PROBABILITY LETTERS | 2000年 / 48卷 / 03期

基金：

澳大利亚研究理事会;

关键词：

fractional diffusion equation; fractional random fields; non-central limit theorems; stochastic heat equation; Mittag-Leffler function;

D O I：

10.1016/S0167-7152(00)00003-1

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：

Gaussian and non-Gaussian limiting distributions of the rescaled solutions of the fractional tin time) diffusion-wave equation for Gaussian and non-Gaussian initial data with long-range dependence are described in terms of multiple Wiener-Ito integrals. (C) 2000 Elsevier Science B.V. All rights reserved.

引用

页码：239 / 252

页数：14

共 39 条

[1] STRATIFIED STRUCTURE OF THE UNIVERSE AND BURGERS-EQUATION - A PROBABILISTIC APPROACH [J].