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

Anh, V. V. and Leonenko, Nikolai N. ORCID: 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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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 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: 06 Nov 2023 19:46

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