Generalized fractional kinetic equations: another point of view

In this paper we deal with generalized fractional kinetic equations driven by a Gaussian noise, white in time and correlated in space, and where the diffusion operator is the composition of the Bessel and Riesz potentials for any fractional parameters. We give results on the existence and uniqueness...

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Detalhes bibliográficos
Autor: Márquez, David (Márquez Carreras)
Formato: artículo
Estado:Versión aceptada para publicación
Fecha de publicación:2016
País:España
Recursos:Universidad de Barcelona
Repositorio:Dipòsit Digital de la UB
OAI Identifier:oai:diposit.ub.edu:2445/216589
Acesso em linha:https://hdl.handle.net/2445/216589
Access Level:acceso abierto
Palavra-chave:Camps aleatoris
Equacions diferencials parcials estocàstiques
Anàlisi estocàstica
Random fields
Stochastic partial differential equations
Stochastic analysis
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spelling Generalized fractional kinetic equations: another point of viewMárquez, David (Márquez Carreras)Camps aleatorisEquacions diferencials parcials estocàstiquesAnàlisi estocàsticaRandom fieldsStochastic partial differential equationsStochastic analysisIn this paper we deal with generalized fractional kinetic equations driven by a Gaussian noise, white in time and correlated in space, and where the diffusion operator is the composition of the Bessel and Riesz potentials for any fractional parameters. We give results on the existence and uniqueness of solutions by means of a weak formulation and study the Hölder continuity. Moreover, we prove the existence of a smooth density associated to the solution process and study the asymptotics of this density. Finally, when the diffusion coefficient is constant, we look for its Gaussian index.Applied Probability Trust2016info:eu-repo/semantics/articleinfo:eu-repo/semantics/acceptedVersionapplication/pdfhttps://hdl.handle.net/2445/216589Articles publicats en revistes (Matemàtiques i Informàtica)reponame:Dipòsit Digital de la UBinstname:Universidad de BarcelonaInglésVersió postprint del document publicat a: https://doi.org/10.1239/aap/1253281068Advances in Applied Probability, 2016, vol. 41, num.3, p. 893-910https://doi.org/10.1239/aap/1253281068(c) Applied Probability Trust, 2016info:eu-repo/semantics/openAccessoai:diposit.ub.edu:2445/2165892026-05-27T06:46:51Z
dc.title.none.fl_str_mv Generalized fractional kinetic equations: another point of view
title Generalized fractional kinetic equations: another point of view
spellingShingle Generalized fractional kinetic equations: another point of view
Márquez, David (Márquez Carreras)
Camps aleatoris
Equacions diferencials parcials estocàstiques
Anàlisi estocàstica
Random fields
Stochastic partial differential equations
Stochastic analysis
title_short Generalized fractional kinetic equations: another point of view
title_full Generalized fractional kinetic equations: another point of view
title_fullStr Generalized fractional kinetic equations: another point of view
title_full_unstemmed Generalized fractional kinetic equations: another point of view
title_sort Generalized fractional kinetic equations: another point of view
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 Camps aleatoris
Equacions diferencials parcials estocàstiques
Anàlisi estocàstica
Random fields
Stochastic partial differential equations
Stochastic analysis
topic Camps aleatoris
Equacions diferencials parcials estocàstiques
Anàlisi estocàstica
Random fields
Stochastic partial differential equations
Stochastic analysis
description In this paper we deal with generalized fractional kinetic equations driven by a Gaussian noise, white in time and correlated in space, and where the diffusion operator is the composition of the Bessel and Riesz potentials for any fractional parameters. We give results on the existence and uniqueness of solutions by means of a weak formulation and study the Hölder continuity. Moreover, we prove the existence of a smooth density associated to the solution process and study the asymptotics of this density. Finally, when the diffusion coefficient is constant, we look for its Gaussian index.
publishDate 2016
dc.date.none.fl_str_mv 2016
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/acceptedVersion
format article
status_str acceptedVersion
dc.identifier.none.fl_str_mv https://hdl.handle.net/2445/216589
url https://hdl.handle.net/2445/216589
dc.language.none.fl_str_mv Inglés
language_invalid_str_mv Inglés
dc.relation.none.fl_str_mv Versió postprint del document publicat a: https://doi.org/10.1239/aap/1253281068
Advances in Applied Probability, 2016, vol. 41, num.3, p. 893-910
https://doi.org/10.1239/aap/1253281068
dc.rights.none.fl_str_mv (c) Applied Probability Trust, 2016
info:eu-repo/semantics/openAccess
rights_invalid_str_mv (c) Applied Probability Trust, 2016
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Applied Probability Trust
publisher.none.fl_str_mv Applied Probability Trust
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 15,812429

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