Advances in Applied Probability

Fractional random fields associated with stochastic fractional heat equations

M. Ya. Kelbert, N. N. Leonenko, and M. D. Ruiz-Medina

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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.

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Adv. in Appl. Probab. Volume 37, Number 1 (2005), 108-133.

First available in Project Euclid: 13 April 2005

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 60G60: Random fields 60G20: Generalized stochastic processes

Fractional random field operator spectral method fractional heat equation spatiotemporal spectral density Matérn class geostatistics


Kelbert, M. Ya.; Leonenko, N. N.; Ruiz-Medina, M. D. Fractional random fields associated with stochastic fractional heat equations. Adv. in Appl. Probab. 37 (2005), no. 1, 108--133. doi:10.1239/aap/1113402402.

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