Stochastic fractional-order differential models with fractal boundary conditions

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.

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Year of publication:	2001
Authors:	Ruiz-Medina, M. D. ; Anh, V. V. ; Angulo, J. M.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 54.2001, 1, p. 47-60
Publisher:	Elsevier
Keywords:	Duality condition Compact fractal d-set Stochastic fractional-order differential model Weak-sense Markov property

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

Persistent link: https://www.econbiz.de/10005259255