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Generalized fractional kinetic equations: another point of view

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In this paper we deal with generalized fractional kinetic equations driven by a Gaussian noise, white in time and correlated in space, and where the diffusion operator is the composition of the Bessel and Riesz potentials for any fractional parameters. We give results on the existence and uniqueness of solutions by means of a weak formulation and study the Hölder continuity. Moreover, we prove the existence of a smooth density associated to the solution process and study the asymptotics of this density. Finally, when the diffusion coefficient is constant, we look for its Gaussian index.

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Advances in Applied Probability, 2016, vol. 41, num.3, p. 893-910

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Articles publicats en revistes (Matemàtiques i Informàtica)

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Generalized fractional kinetic equations: another point of view