IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v93y2001i2p285-300.html
   My bibliography  Save this article

Scaling limit solution of a fractional Burgers equation

Author

Listed:
  • Ruiz-Medina, M. D.
  • Angulo, J. M.
  • Anh, V. V.

Abstract

A fractional version of the heat equation, involving fractional powers of the negative Laplacian operator, with random initial conditions of exponential type, is introduced. Two cases are considered, depending on whether the Hopf-Cole transformation of such random initial conditions coincides, in the mean-square sense, with the gradient of the fractional Riesz-Bessel motion introduced in Anh et al. (J. Statist. Plann. Inference 80 (1999) 95-110), or with a quadratic function of such a random field. The scaling limits of the random fields defined by the Hopf-Cole transformation of the solutions to the fractional heat equation introduced in the two cases considered are then calculated via their spectral representations.

Suggested Citation

  • Ruiz-Medina, M. D. & Angulo, J. M. & Anh, V. V., 2001. "Scaling limit solution of a fractional Burgers equation," Stochastic Processes and their Applications, Elsevier, vol. 93(2), pages 285-300, June.
    • Handle: RePEc:eee:spapps:v:93:y:2001:i:2:p:285-300
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0304-4149(00)00106-X
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. N. N. Leonenko & M. D. Ruiz-Medina, 2008. "Gaussian Scenario for the Heat Equation with Quadratic Potential and Weakly Dependent Data with Applications," Methodology and Computing in Applied Probability, Springer, vol. 10(4), pages 595-620, December.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:93:y:2001:i:2:p:285-300. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.