Copyright © 2000 Elsevier Science B.V. All rights reserved.
Scaling laws for fractional diffusion-wave equations with singular data*1
Received 1 April 1999;
revised 1 October 1999.
Available online 1 June 2000.
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Abstract
Gaussian and non-Gaussian limiting distributions of the rescaled solutions of the fractional (in time) diffusion-wave equation for Gaussian and non-Gaussian initial data with long-range dependence are described in terms of multiple Wiener–Itô integrals.
Author Keywords: Fractional diffusion equation; Fractional random fields; Non-central limit theorems; Stochastic heat equation; Mittag–Leffler function
Mathematical subject codes: 60H05; 62M40







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