Let S = {（St1,···,Std ）}t≥0 denote a d-dimensional sub-fractional Brownian motion with index H ≥ 1/2. In this paper we study some properties of the process X of the formwhere Rt = （（St1）2＋·...Let S = {（St1,···,Std ）}t≥0 denote a d-dimensional sub-fractional Brownian motion with index H ≥ 1/2. In this paper we study some properties of the process X of the formwhere Rt = （（St1）2＋···＋（Std）2）~1/2 is the sub-fractional Bessel process.展开更多
The space-time fractional advection dispersion equations are linear partial pseudo-differential equations with spatial fractional derivatives in time and in space and are used to model transport at the earth surface. ...The space-time fractional advection dispersion equations are linear partial pseudo-differential equations with spatial fractional derivatives in time and in space and are used to model transport at the earth surface. The time fractional order is denoted by β∈ and ?is devoted to the space fractional order. The time fractional advection dispersion equations describe particle motion with memory in time. Space-fractional advection dispersion equations arise when velocity variations are heavy-tailed and describe particle motion that accounts for variation in the flow field over entire system. In this paper, I focus on finding the precise explicit discrete approximate solutions to these models for some values of ?with ?, ?while the Cauchy case as ?and the classical case as ?with ?are studied separately. I compare the numerical results of these models for different values of ?and ?and for some other related changes. The approximate solutions of these models are also discussed as a random walk with or without a memory depending on the value of . Then I prove that the discrete solution in the Fourierlaplace space of theses models converges in distribution to the Fourier-Laplace transform of the corresponding fractional differential equations for all the fractional values of ?and .展开更多
The space-fractional telegraph equation is analyzed and the Fourier transform of its funda-mental solution is obtained and discussed.A symmetric process with discontinuous trajectories, whose transition function satis...The space-fractional telegraph equation is analyzed and the Fourier transform of its funda-mental solution is obtained and discussed.A symmetric process with discontinuous trajectories, whose transition function satisfies thespace-fractional telegraph equation, is presented. Its limiting behaviour and the connectionwith symmetric stable processes is also examined.展开更多
This paper studies the global and local properties of the trajectories of Gaussian random fields with stationary increments and proves sufficient conditions for Strassen's functional laws of the iterated logarithm...This paper studies the global and local properties of the trajectories of Gaussian random fields with stationary increments and proves sufficient conditions for Strassen's functional laws of the iterated logarithm at zero and infinity respectively.The sets of limit points of those Gaussian random fields are obtained.The main results are applied to fractional Riesz-Bessel processes and the sets of limit points of this field are obtained.展开更多
基金Supported by the NSFC (10871041)Key NSF of Anhui Educational Committe (KJ2011A139)
文摘Let S = {（St1,···,Std ）}t≥0 denote a d-dimensional sub-fractional Brownian motion with index H ≥ 1/2. In this paper we study some properties of the process X of the formwhere Rt = （（St1）2＋···＋（Std）2）~1/2 is the sub-fractional Bessel process.
文摘The space-time fractional advection dispersion equations are linear partial pseudo-differential equations with spatial fractional derivatives in time and in space and are used to model transport at the earth surface. The time fractional order is denoted by β∈ and ?is devoted to the space fractional order. The time fractional advection dispersion equations describe particle motion with memory in time. Space-fractional advection dispersion equations arise when velocity variations are heavy-tailed and describe particle motion that accounts for variation in the flow field over entire system. In this paper, I focus on finding the precise explicit discrete approximate solutions to these models for some values of ?with ?, ?while the Cauchy case as ?and the classical case as ?with ?are studied separately. I compare the numerical results of these models for different values of ?and ?and for some other related changes. The approximate solutions of these models are also discussed as a random walk with or without a memory depending on the value of . Then I prove that the discrete solution in the Fourierlaplace space of theses models converges in distribution to the Fourier-Laplace transform of the corresponding fractional differential equations for all the fractional values of ?and .
基金Project supported by the National Natural Science Foundation of China (No. 10071014).
文摘The space-fractional telegraph equation is analyzed and the Fourier transform of its funda-mental solution is obtained and discussed.A symmetric process with discontinuous trajectories, whose transition function satisfies thespace-fractional telegraph equation, is presented. Its limiting behaviour and the connectionwith symmetric stable processes is also examined.
基金Supported by NSFC(Grants Nos.11671115,11731012 and 11871425)NSF(Grant No.DMS-1855185)
文摘This paper studies the global and local properties of the trajectories of Gaussian random fields with stationary increments and proves sufficient conditions for Strassen's functional laws of the iterated logarithm at zero and infinity respectively.The sets of limit points of those Gaussian random fields are obtained.The main results are applied to fractional Riesz-Bessel processes and the sets of limit points of this field are obtained.
