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Fractional random fields associated with stochastic fractional heat equations

Published online by Cambridge University Press:  01 July 2016

M. Ya. Kelbert*
Affiliation:
University of Wales Swansea
N. N. Leonenko*
Affiliation:
Cardiff University
M. D. Ruiz-Medina*
Affiliation:
University of Granada
*
Postal address: Department of Mathematics, University of Wales Swansea, Singleton Park, Swansea SA2 8PP, UK.
∗∗ Postal address: Cardiff School of Mathematics, Cardiff University, Senghennydd Road, Cardiff CF24 4AG, UK. Email address: [email protected]
∗∗∗ Postal address: Department of Statistics and Operational Research, University of Granada, Campus Fuente Nueva s/n., E-18071 Granada, Spain.
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Abstract

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This paper introduces a convenient class of spatiotemporal random field models that can be interpreted as the mean-square solutions of stochastic fractional evolution equations.

Type
General Applied Probability
Copyright
Copyright © Applied Probability Trust 2005 

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