Fractional Stokes-Boussinesq-Langevin equationand Mittag-Leffler correlation decay

Anh, V. V. and Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091 2017. Fractional Stokes-Boussinesq-Langevin equationand Mittag-Leffler correlation decay. Theory of Probability and Mathematical Statistics 1 (98) , pp. 8-28.

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Abstract

his paper presents some stationary processes which are solutions of the fractional Stokes-Boussinesq-Langevin equation. These processes have reflection positivity and their correlation functions, which may exhibit the Alder-Wainwright effect or long-range dependence, are expressed in terms of the Mittag-Leffler functions. These properties are established rigorously via the theory of KMO-Langevin equation and a combination of Mittag-Leffler functions and fractional derivatives. A~relationship to fractional Riesz-Bessel motion is also investigated. This relationship permits to study the effects of long-range dependence and second-order intermittency simultaneously.

Item Type:	Article
Date Type:	Publication
Status:	Published
Schools:	Mathematics
Additional Information:	PDF uploaded in accordance with publisher's policies at http://www.sherpa.ac.uk/romeo/issn/0094-9000/(accessed 17.11.17).
Publisher:	American Mathematical Society
ISSN:	0094-9000
Date of First Compliant Deposit:	15 November 2017
Date of Acceptance:	10 November 2017
Last Modified:	03 Dec 2024 18:30
URI:	https://orca.cardiff.ac.uk/id/eprint/106527

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