Stochastic fractional-order differential models with fractal boundary conditions

M. D. Ruiz-Medina, V. V. Anh and J. M. Angulo

Statistics & Probability Letters, 2001, vol. 54, issue 1, 47-60

Abstract: A class of stochastic fractional-order differential models with homogeneous boundary conditions on a fractal set is introduced. The corresponding solution class satisfies a weak-sense Markov condition with respect to domains with fractal boundary. Some examples are given which provide a stochastic version of fractal drums.

Keywords: Duality; condition; Compact; fractal; d-set; Stochastic; fractional-order; differential; model; Weak-sense; Markov; property (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (2)

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