In this paper odd-order heat-type equations with different random initial conditions are examined. In particular, we give rigorous conditions for the existence of the solutions in the case where the initial condition is represented by a strictly $\varphi$-subGaussian harmonizable process $\eta=\eta(x)$. Also the case where $\eta$ is represented by a stochastic integral with respect to a process with independent increment is studied.

On the solutions of linear odd-order heat-type equations with random initial conditions / Beghin, Luisa; Y. U., Kozachenko; Orsingher, Enzo; L., Sakhno. - In: JOURNAL OF STATISTICAL PHYSICS. - ISSN 0022-4715. - STAMPA. - 127:4(2007), pp. 721-739. [10.1007/s10955-007-9309-x]

On the solutions of linear odd-order heat-type equations with random initial conditions

BEGHIN, Luisa;ORSINGHER, Enzo;
2007

Abstract

In this paper odd-order heat-type equations with different random initial conditions are examined. In particular, we give rigorous conditions for the existence of the solutions in the case where the initial condition is represented by a strictly $\varphi$-subGaussian harmonizable process $\eta=\eta(x)$. Also the case where $\eta$ is represented by a stochastic integral with respect to a process with independent increment is studied.
2007
harmonizable processes; higher-order heat-type equations; ϕ–subgaussian processes
01 Pubblicazione su rivista::01a Articolo in rivista
On the solutions of linear odd-order heat-type equations with random initial conditions / Beghin, Luisa; Y. U., Kozachenko; Orsingher, Enzo; L., Sakhno. - In: JOURNAL OF STATISTICAL PHYSICS. - ISSN 0022-4715. - STAMPA. - 127:4(2007), pp. 721-739. [10.1007/s10955-007-9309-x]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/232169
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