Scaling laws for fractional diffusion-wave equations with singular data

V. V. Anh and N. N. Leonenko

Statistics & Probability Letters, 2000, vol. 48, issue 3, 239-252

Abstract: Gaussian and non-Gaussian limiting distributions of the rescaled solutions of the fractional (in time) diffusion-wave equation for Gaussian and non-Gaussian initial data with long-range dependence are described in terms of multiple Wiener-Itô integrals.

Keywords: Fractional; diffusion; equation; Fractional; random; fields; Non-central; limit; theorems; Stochastic; heat; equation; Mittag-Leffler; function (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (7)

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