Small stochastic perturbations in a general fractional kinetic equation
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...
| Author: | |
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| Format: | Article |
| Status: | Published version |
| Publication date: | 2015 |
| Country: | España |
| Institution: | Universidad de Barcelona |
| Repository: | Dipòsit Digital de la UB |
| OAI Identifier: | oai:diposit.ub.edu:2445/216545 |
| Online Access: | https://hdl.handle.net/2445/216545 |
| Access Level: | Open access |
| Keyword: | Equacions diferencials parcials estocàstiques Processos gaussians Anàlisi estocàstica Camps aleatoris Stochastic partial differential equations Gaussian processes Stochastic analysis Random fields |
| _version_ | 1878735646991843328 |
|---|---|
| author | Márquez, David (Márquez Carreras) |
| author_browse | Márquez, David (Márquez Carreras) |
| author_facet | Márquez, David (Márquez Carreras) |
| author_role | author |
| collection | Dipòsit Digital de la UB |
| description | 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. |
| eu_rights_str_mv | openAccess |
| format | article |
| id | ES_80deee99e1c8dbec6ddfaf9e3fbaa6eb |
| institution | Universidad de Barcelona |
| instname_str | Universidad de Barcelona |
| network_acronym_str | ES |
| network_name_str | España |
| oai_identifier_str | oai:diposit.ub.edu:2445/216545 |
| publishDate | 2015 |
| publishDateSort | 2015 |
| publisher | EDP Sciences |
| publisherStr | EDP Sciences |
| reponame_str | Dipòsit Digital de la UB |
| spelling | Small stochastic perturbations in a general fractional kinetic equation Márquez, David (Márquez Carreras) Equacions diferencials parcials estocàstiques Processos gaussians Anàlisi estocàstica Camps aleatoris Stochastic partial differential equations Gaussian processes Stochastic analysis Random fields 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. EDP Sciences https://hdl.handle.net/2445/216545 |
| spellingShingle | Small stochastic perturbations in a general fractional kinetic equation Márquez, David (Márquez Carreras) Equacions diferencials parcials estocàstiques Processos gaussians Anàlisi estocàstica Camps aleatoris Stochastic partial differential equations Gaussian processes Stochastic analysis Random fields |
| status_str | publishedVersion |
| title | Small stochastic perturbations in a general fractional kinetic equation |
| title_full | Small stochastic perturbations in a general fractional kinetic equation |
| title_fullStr | Small stochastic perturbations in a general fractional kinetic equation |
| title_full_unstemmed | Small stochastic perturbations in a general fractional kinetic equation |
| title_short | Small stochastic perturbations in a general fractional kinetic equation |
| title_sort | Small stochastic perturbations in a general fractional kinetic equation |
| topic | Equacions diferencials parcials estocàstiques Processos gaussians Anàlisi estocàstica Camps aleatoris Stochastic partial differential equations Gaussian processes Stochastic analysis Random fields |
| topic_facet | Equacions diferencials parcials estocàstiques Processos gaussians Anàlisi estocàstica Camps aleatoris Stochastic partial differential equations Gaussian processes Stochastic analysis Random fields |
| url | https://hdl.handle.net/2445/216545 |