We investigate anomalous diffusion on compact Riemannian manifolds, modeled by time-changed Brownian motions. These stochastic processes are governed by equations involving the Laplace–Beltrami operator and a time-fractional derivative of order $\beta \in (0,1)$. We also consider time dependent random fields that can be viewed as random fields on randomly varying manifolds.
Fractional Cauchy problems on compact manifolds / D'Ovidio, Mirko; Nane, Erkan. - In: STOCHASTIC ANALYSIS AND APPLICATIONS. - ISSN 0736-2994. - 34:2(2016), pp. 232-257. [10.1080/07362994.2015.1116997]
Fractional Cauchy problems on compact manifolds
D'OVIDIO, MIRKO
Primo
Membro del Collaboration Group
;
2016
Abstract
We investigate anomalous diffusion on compact Riemannian manifolds, modeled by time-changed Brownian motions. These stochastic processes are governed by equations involving the Laplace–Beltrami operator and a time-fractional derivative of order $\beta \in (0,1)$. We also consider time dependent random fields that can be viewed as random fields on randomly varying manifolds.File allegati a questo prodotto
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