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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: journal Stochastic Analysis and Applications, Volume 21, Issue 2 January 2003 , pages 465 - 492
Formats available: HTML (English) : PDF (English)
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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 agr-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 agr∈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.
Keywords: Fractional generalized random fields; Fractional stochastic partial differential equations; Fractional diffusion; Primary 60G20; 60G60; Secondary 60G12; 60GH40
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