Spectral Analysis of Fractional Kinetic Equations with Random Data
We present a spectral representation of the mean-square solution of the fractional kinetic equation (also know as fractional diffusion equation) with random initial condition. Gaussian and non-Gausian limiting distributions of the renormalized solution of the fractional-in-time and in-space kinetic equation are described in terms of multiple stochastic integral representations.
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|Item Type:||Journal Article|
|Keywords:||fractional kinetic equation, fractional diffusion equation, scaling laws, renormalised solution, long, range dependance, non, gaussian scenario, mittag, leffler function, bessel potentiall riesz potential, stable distributions|
|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) > Applied Statistics (010401)
|Divisions:||Past > QUT Faculties & Divisions > Faculty of Science and Technology|
|Copyright Owner:||Copyright 2001 Springer|
|Copyright Statement:||The original publication is available at SpringerLink
|Deposited On:||10 Feb 2006 00:00|
|Last Modified:||02 Feb 2012 09:44|
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