Small stochastic perturbations in a general fractional kinetic equation
In this paper we study some properties of the density for the law of the solution to a generalized multidimensional fractional kinetic equation driven by a Gaussian noise, white in time and correlated in space. The diffusion operator is the composition between the Bessel and Riesz potentials with any...
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| Tipo de recurso: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 2015 |
| País: | España |
| Institución: | Varias* (Consorci de Biblioteques Universitáries de Catalunya, Centre de Serveis Científics i Acadèmics de Catalunya) |
| Repositorio: | Recercat. Dipósit de la Recerca de Catalunya |
| OAI Identifier: | oai:recercat.cat:2445/216545 |
| Acceso en línea: | https://hdl.handle.net/2445/216545 |
| Access Level: | acceso abierto |
| Palabra clave: | Equacions diferencials parcials estocàstiques Processos gaussians Anàlisi estocàstica Camps aleatoris Stochastic partial differential equations Gaussian processes Stochastic analysis Random fields |
| Sumario: | In this paper we study some properties of the density for the law of the solution to a generalized multidimensional fractional kinetic equation driven by a Gaussian noise, white in time and correlated in space. The diffusion operator is the composition between the Bessel and Riesz potentials with any fractional parameters. We also establish Varadhan’s estimates for the solution to the equation obtained by perturbing the noise. |
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