Renormalization and Homogenization of Fractional Diffusion Equations with Random Data
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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|Item Type:||Journal Article|
|Keywords:||fractional diffusion equation, long, range dependance, scaling laws, non, Gaussian scenario, renormalised solution, mittag, leffler function|
|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 09:44|
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