Display Abstract

Title Fractional Riesz-Bessel motion on the ball

Name M.D. Ruiz-Medina
Country Spain
Email mruiz@ugr.es
Co-Author(s) V.V. Anh; N.N. Leonenko
Submit Time 2014-02-28 13:25:43
Session
Special Session 53: Infinite dimensional stochastic systems and applications
Contents
The fractional Riesz-Bessel equation with random innovations was introduced in Angulo, Ruiz-Medina, Anh and Grechsch (2000), and Angulo, Anh, McVinish and Ruiz-Medina (2005), for the bounded (rectangle) and unbounded domain cases. In the case of random initial conditions, a fractional version in time and in space was derived in Anh and Leonenko (2001, 2002) in the case of unbounded domain (see also the references therein). In this paper we consider fractional Riesz Bessel equation on the ball. Indeed, we assume that the time evolution of the propagator in an open bounded connected domain is governed by a fractional subdiffusion equation, whose fractional-orders of differentiation in time and space lie in suitable intervals. Specifically, Caputo-Djrbashian fractional derivative is used in time, and the inverses of Riesz and Bessel potentials are considered in space. The symmetry of the domain is exploited to deriving the explicit solution to the associated eigenvalue problem, and hence, the corresponding random solution.