Fractional Generalized Random Fields on Bounded Domains
Authors:
M. D. Ruiz-Medina a;
J. M. Angulo a;
V. V. Anh b
| Affiliations: | a Department of Statistics & Operations Research, University of Granada, Granada, Spain |
| b School of Mathematical Sciences, Queensland University of Technology, Brisbane, Australia |
DOI:
10.1081/SAP-120019295
Publication Frequency:
6 issues per year
Published in:
Stochastic Analysis and Applications,
Volume
21,
Issue
2
January
2003
, pages 465
- 492
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Abstract
Using the theory of generalized random fields on fractional Sobolev spaces on bounded domains, and the concept of dual generalized random field, this paper introduces a class of random fields with fractional-order pure point spectra. The covariance factorization of an
-generalized random field having a dual is established, leading to a white-noise linear-filter representation, which reduces to the usual Markov representation in the ordinary case when ∈N and the covariance operator of the dual random field is local. Fractional-order differential models commonly arising from anomalous diffusion in disordered media can be studied within this framework.
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| Keywords: Fractional generalized random fields; Fractional stochastic partial differential equations; Fractional diffusion; Primary 60G20; 60G60; Secondary 60G12; 60GH40 |
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-generalized random field having a dual is established, leading to a white-noise linear-filter representation, which reduces to the usual Markov representation in the ordinary case when
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