Renormalization and Homogenization of Fractional Diffusion Equations with Random Data
Anh, Vo V. & Leonenko, Nikolai N. (2002) Renormalization and Homogenization of Fractional Diffusion Equations with Random Data. Probability Theory and Related Fields, 124(3), pp. 381-408.
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Abstract
This paper presents a renomalization and homogenization theory for fractional-in-space or in-time diffusion equations with singular random initial conditions. The spectral representations for the solutions of these equations are provided. Gaussian and non-Gaussian limiting ditributions of the renormalized solutions of these equations are then described in terms of multiple stochastic integral representatives.
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| ID Code: | 406 |
|---|---|
| Item Type: | Journal Article |
| Keywords: | fractional diffusion equation, long, range dependance, scaling laws, non, Gaussian scenario, renormalised solution, mittag, leffler function |
| DOI: | 10.1007/s004400200217 |
| ISSN: | 1432-2064 |
| Subjects: | Australian and New Zealand Standard Research Classification > MATHEMATICAL SCIENCES (010000) > STATISTICS (010400) Australian and New Zealand Standard Research Classification > MATHEMATICAL SCIENCES (010000) > STATISTICS (010400) > Probability Theory (010404) |
| Divisions: | Past > QUT Faculties & Divisions > Faculty of Science and Technology |
| Copyright Owner: | Copyright 2002 Springer Verlag |
| Copyright Statement: | Reproduced in accordance with the copyright policy of the publisher. The original publication is available at SpringerLink. |
| Deposited On: | 05 Jan 2005 |
| Last Modified: | 02 Feb 2012 19:44 |
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