Fractional kinetic equations driven by Gaussian or infinitely divisible noise

Author:

Angulo J. M.,Anh V. V.,McVinish R.,Ruiz-Medina M. D.

Abstract

In this paper, we consider a certain type of space- and time-fractional kinetic equation with Gaussian or infinitely divisible noise input. The solutions to the equation are provided in the cases of both bounded and unbounded domains, in conjunction with bounds for the variances of the increments. The role of each of the parameters in the equation is investigated with respect to second- and higher-order properties. In particular, it is shown that long-range dependence may arise in the temporal solution under certain conditions on the spatial operators.

Publisher

Cambridge University Press (CUP)

Subject

Applied Mathematics,Statistics and Probability

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1. Hitting properties of generalized fractional kinetic equation with time-fractional noise;Stochastics and Partial Differential Equations: Analysis and Computations;2023-12-08

2. Generalized Space-Time Fractional Stochastic Kinetic Equation;Fractal and Fractional;2022-08-18

3. On a class of stochastic fractional kinetic equation with fractional noise;Advances in Difference Equations;2021-03-04

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5. Fractional Kinetic Equation Driven by General Space–Time Homogeneous Gaussian Noise;Bulletin of the Malaysian Mathematical Sciences Society;2019-05-02

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