Fractional Cauchy problems on compact manifolds. Issue 2 (3rd March 2016)

• Record Type: Journal Article
• Authors: D'Ovidio, Mirko; Nane, Erkan
• Is Part Of: Stochastic analysis and applications. Volume 34:Issue 2(2016)
• Page Start: 232
• Page End: 257
• Publication Date: 2016-03-03
• Subjects: Random field on compact manifold -- time-changed rotational Brownian Motion -- stable subordinator -- fractional diffusion -- sphere, torus; 60G60 -- 60G22 -- 60H99; Stochastic analysis -- Periodicals; 519.2205
• DOI: 10.1080/07362994.2015.1116997
• Languages: English
• ISSNs: 0736-2994

Abstract

ABSTRACT: We investigate anomalous diffusion on compact Riemannian manifolds, modeled by time-changed Brownian motions. These stochastic processes are governed by equations involving the Laplace–Beltrami operator and a time-fractional derivative of order β ∈ (0, 1). We also consider time dependent random fields that can be viewed as random fields on randomly varying manifolds.