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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Detalles Bibliográficos
Autor: Márquez, David (Márquez Carreras)
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2015
País:España
Institución:Universidad de Barcelona
Repositorio:Dipòsit Digital de la UB
OAI Identifier:oai:diposit.ub.edu: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
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oai_identifier_str oai:diposit.ub.edu:2445/216545
network_acronym_str ES
network_name_str España
repository_id_str
spelling Small stochastic perturbations in a general fractional kinetic equationMárquez, David (Márquez Carreras)Equacions diferencials parcials estocàstiquesProcessos gaussiansAnàlisi estocàsticaCamps aleatorisStochastic partial differential equationsGaussian processesStochastic analysisRandom fieldsIn 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.EDP Sciences2015info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionapplication/pdfhttps://hdl.handle.net/2445/216545Articles publicats en revistes (Matemàtiques i Informàtica)reponame:Dipòsit Digital de la UBinstname:Universidad de BarcelonaInglésReproducció del document publicat a: https://doi.org/10.1051/ps/2014015ESAIM: Probability and Statistics (ESAIM: P&S), 2015, vol. 19, p. 81-99https://doi.org/10.1051/ps/2014015(c) EDP Sciences, 2015info:eu-repo/semantics/openAccessoai:diposit.ub.edu:2445/2165452026-05-27T06:46:51Z
dc.title.none.fl_str_mv Small stochastic perturbations in a general fractional kinetic equation
title Small stochastic perturbations in a general fractional kinetic equation
spellingShingle Small stochastic perturbations in a general fractional kinetic equation
Márquez, David (Márquez Carreras)
Equacions diferencials parcials estocàstiques
Processos gaussians
Anàlisi estocàstica
Camps aleatoris
Stochastic partial differential equations
Gaussian processes
Stochastic analysis
Random fields
title_short Small stochastic perturbations in a general fractional kinetic equation
title_full Small stochastic perturbations in a general fractional kinetic equation
title_fullStr Small stochastic perturbations in a general fractional kinetic equation
title_full_unstemmed Small stochastic perturbations in a general fractional kinetic equation
title_sort Small stochastic perturbations in a general fractional kinetic equation
dc.creator.none.fl_str_mv Márquez, David (Márquez Carreras)
author Márquez, David (Márquez Carreras)
author_facet Márquez, David (Márquez Carreras)
author_role author
dc.subject.none.fl_str_mv Equacions diferencials parcials estocàstiques
Processos gaussians
Anàlisi estocàstica
Camps aleatoris
Stochastic partial differential equations
Gaussian processes
Stochastic analysis
Random fields
topic Equacions diferencials parcials estocàstiques
Processos gaussians
Anàlisi estocàstica
Camps aleatoris
Stochastic partial differential equations
Gaussian processes
Stochastic analysis
Random fields
description 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.
publishDate 2015
dc.date.none.fl_str_mv 2015
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
format article
status_str publishedVersion
dc.identifier.none.fl_str_mv https://hdl.handle.net/2445/216545
url https://hdl.handle.net/2445/216545
dc.language.none.fl_str_mv Inglés
language_invalid_str_mv Inglés
dc.relation.none.fl_str_mv Reproducció del document publicat a: https://doi.org/10.1051/ps/2014015
ESAIM: Probability and Statistics (ESAIM: P&S), 2015, vol. 19, p. 81-99
https://doi.org/10.1051/ps/2014015
dc.rights.none.fl_str_mv (c) EDP Sciences, 2015
info:eu-repo/semantics/openAccess
rights_invalid_str_mv (c) EDP Sciences, 2015
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv EDP Sciences
publisher.none.fl_str_mv EDP Sciences
dc.source.none.fl_str_mv Articles publicats en revistes (Matemàtiques i Informàtica)
reponame:Dipòsit Digital de la UB
instname:Universidad de Barcelona
instname_str Universidad de Barcelona
reponame_str Dipòsit Digital de la UB
collection Dipòsit Digital de la UB
repository.name.fl_str_mv
repository.mail.fl_str_mv
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score 15,811543

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