Scaling laws for fractional diffusion-wave equations with singular data

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.

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Year of publication:	2000
Authors:	Anh, V. V. ; Leonenko, N. N.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 48.2000, 3, p. 239-252
Publisher:	Elsevier
Keywords:	Fractional diffusion equation Fractional random fields Non-central limit theorems Stochastic heat equation Mittag-Leffler function

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005074566