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https://hdl.handle.net/2445/216545| Title: | Small stochastic perturbations in a general fractional kinetic equation |
| Author: | Márquez, David (Márquez Carreras) |
| Keywords: | Equacions diferencials parcials estocàstiques Processos gaussians Anàlisi estocàstica Camps aleatoris Stochastic partial differential equations Gaussian processes Stochastic analysis Random fields |
| Issue Date: | 17-Jun-2015 |
| Publisher: | EDP Sciences |
| Abstract: | In this paper we study some properties of the density for the law of the solution to a generalized multidimensional fractional kinetic equation driven by a Gaussian noise, white in time and correlated in space. The diffusion operator is the composition between the Bessel and Riesz potentials with any fractional parameters. We also establish Varadhan’s estimates for the solution to the equation obtained by perturbing the noise. |
| Note: | Reproducció del document publicat a: https://doi.org/10.1051/ps/2014015 |
| It is part of: | ESAIM: Probability and Statistics (ESAIM: P&S), 2015, vol. 19, p. 81-99 |
| URI: | https://hdl.handle.net/2445/216545 |
| Related resource: | https://doi.org/10.1051/ps/2014015 |
| ISSN: | 1292-8100 |
| Appears in Collections: | Articles publicats en revistes (Matemàtiques i Informàtica) |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 176455.pdf | 292.35 kB | Adobe PDF | View/Open |
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