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Stochastic analysis and approximation of fractional diffusion

Published online by Cambridge University Press:  17 April 2009

R. McVinish
R. McVinish
Affiliation:
School of Mathematicsl Sciences, Queensland University of Technology, GPO Box 2434, Brisbane QLD 4001, Australia
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Abstract

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Type
Abstracts of Australasian PhD Theses
Information
Bulletin of the Australian Mathematical Society , Volume 67 , Issue 3 , June 2003 , pp. 523 - 525
Copyright
Copyright © Australian Mathematical Society 2003

References

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[2]Anh, V.V., Leonenko, N.N. and McVinish, R., ‘Models for fractional Riesz-Bessel motion and related processes’, Fractals 9 (2001), 329–346.CrossRefGoogle Scholar
[3]Feller, W., ‘On a generalization of Marcel Riesz’ potential and the semi-groups generated by them’, in Comm. Sém. Matém. Université de Lund, 1952, pp. 73–81.Google Scholar
[4]Hardy, G.H. and Littlewood, J.E., ‘Some properties of fractional integrals’, Proc. London Math. Soc. (2) 24 (1925), 37–41.Google Scholar