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Fractional Elliptic, Hyperbolic and Parabolic Random Fields


 
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1. Title Title of document Fractional Elliptic, Hyperbolic and Parabolic Random Fields
 
2. Creator Author's name, affiliation, country Nikolai Leonenko; Cardiff University; United Kingdom
 
2. Creator Author's name, affiliation, country Maria D. Ruiz-Medina; University of Granada; Spain
 
2. Creator Author's name, affiliation, country Murad S. Taqqu; Boston University; United States
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Cylindrical fractional Brownian, motion; elliptic, hyperbolic, parabolic random fields; fractional Bessel potential spaces; fractional Holder spaces; fractional random fields; multifractional random fields; spectral representation
 
3. Subject Subject classification Primary 60G60,60G18, 60G20, 60G22; Secondary 35J15, 35K10, 35L10.
 
4. Description 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) Projects MTM2009-13393 of the DGI, MEC, P09-FQM-5052 of the Andalousian CICE, Spain, and by grant of the European commition PIRSES-GA-2008-230804 (Marie Curie).Murad S. Taqqu was supported by the NSF grant DMS-1007616 at Boston
 
7. Date (YYYY-MM-DD) 2011-06-05
 
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/891
 
10. Identifier Digital Object Identifier 10.1214/EJP.v16-891
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 16
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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