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Multidimensional fractional advection-dispersion equations and related stochastic processes

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	Multidimensional fractional advection-dispersion equations and related stochastic processes
2.	Creator	Author's name, affiliation, country	Mirko D'Ovidio; Sapienza, Univeristy of Rome; Italy
2.	Creator	Author's name, affiliation, country	Roberto Garra; Sapienza, University of Rome; Italy
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)	Fractional vector calculus; directional derivatives; fractional advection equation
3.	Subject	Subject classification	60J35;60J70;35R11
4.	Description	Abstract	In this paper we study multidimensional fractional advection-dispersion equations involving fractional directional derivatives both from a deterministic and a stochastic point of view. For such equations we show the connection with a class of multidimensional Lévy processes. We introduce a novel Lévy-Khinchine formula involving fractional gradients and study the corresponding infinitesimal generator of multi-dimensional random processes. We also consider more general fractional transport equations involving Frobenius-Perron operators and their stochastic solutions. Finally, some results about fractional power of second order directional derivatives and their applications are also provided.
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)
7.	Date	(YYYY-MM-DD)	2014-07-12
8.	Type	Status & genre	Peer-reviewed Article
8.	Type	Type
9.	Format	File format	PDF
10.	Identifier	Uniform Resource Identifier	http://ejp.ejpecp.org/article/view/2854
10.	Identifier	Digital Object Identifier	10.1214/EJP.v19-2854
11.	Source	Journal/conference title; vol., no. (year)	Electronic Journal of Probability; Vol 19
12.	Language	English=en	en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
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