Renormalization and homogenization of fractional diffusion equations with random data

被引:33
作者
Anh, VV
Leonenko, NN
机构
[1] Queensland Univ Technol, Sch Math Sci, Brisbane, Qld 4001, Australia
[2] Univ Wales Coll Cardiff, Sch Math, Cardiff CF2 4YH, S Glam, Wales
关键词
fractional diffusion equation; scaling laws; renomialised solution; long-range dependence; non-Gaussian scenario; Mittag-Leffler function; stable distributions; bessel potential; riesz potential;
D O I
10.1007/s004400200217
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
This paper presents a renormalization and homogenization theory for fractional-in-space or in-time diffusion equations with singular random initial conditions. The spectral representations for the solutions of these equations are provided. Gaussian and non-Gaussian limiting distributions of the renormalized. solutions of these equations are then described in terms of multiple stochastic integral representations.
引用
收藏
页码:381 / 408
页数:28
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