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Volumn 89, Issue 1, 2014, Pages 131-137

Fractional telegraph-type equations and hyperbolic Brownian motion

Author keywords

Hyperbolic Brownian motion; Hyperbolic Laplacian; Riemann Liouville fractional calculus; Subordinators; Telegraph processes; Time changed processes

Indexed keywords


EID: 84897472127     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2014.02.021     Document Type: Article
Times cited : (13)

References (9)
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    • Time-changed processes governed by space-time fractional telegraph equations, 2012 (submitted for publication).
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    • D'Ovidio, M.1    Orsingher, E.2    Toaldo, B.3
  • 3
    • 0002100062 scopus 로고
    • Waveguides with random inhomogeneities and Brownian motion in the Lobachevsky plane
    • Gertsenshtein M.E., Vasiliev V.B. Waveguides with random inhomogeneities and Brownian motion in the Lobachevsky plane. Theory Probab. Appl. 1959, 4:424-432.
    • (1959) Theory Probab. Appl. , vol.4 , pp. 424-432
    • Gertsenshtein, M.E.1    Vasiliev, V.B.2
  • 4
    • 84967713263 scopus 로고
    • Infinitely divisible probabilities on the hyperbolic plane
    • Getoor R.K. Infinitely divisible probabilities on the hyperbolic plane. Pacific J. Math. 1961, 11:128-1308.
    • (1961) Pacific J. Math. , vol.11 , pp. 128-1308
    • Getoor, R.K.1
  • 5
    • 0013004775 scopus 로고    scopus 로고
    • Semi-groupe du mouvement brownien hyperbolique
    • (in French). Semigroup of hyperbolic Brownian motion
    • Gruet J.C. Semi-groupe du mouvement brownien hyperbolique. Stochastics Stochastics Rep. 1996, 56(1-2):53-61. (in French). Semigroup of hyperbolic Brownian motion.
    • (1996) Stochastics Stochastics Rep. , vol.56 , Issue.1-2 , pp. 53-61
    • Gruet, J.C.1
  • 6
    • 0346795595 scopus 로고
    • Limit theorems for compositions of distributions in the Lobachevsky plane and space
    • Karpelevich F.I., Tutubalin V.N., Shur M.G. Limit theorems for compositions of distributions in the Lobachevsky plane and space. Theory Probab. Appl. 1959, 4:432-436.
    • (1959) Theory Probab. Appl. , vol.4 , pp. 432-436
    • Karpelevich, F.I.1    Tutubalin, V.N.2    Shur, M.G.3
  • 8
    • 34548013884 scopus 로고    scopus 로고
    • Hyperbolic and fractional hyperbolic Brownian motion
    • Lao L., Orsingher E. Hyperbolic and fractional hyperbolic Brownian motion. Stochastics 2007, 79(6):505-522.
    • (2007) Stochastics , vol.79 , Issue.6 , pp. 505-522
    • Lao, L.1    Orsingher, E.2
  • 9
    • 33745855661 scopus 로고    scopus 로고
    • Exponential functionals of Brownian motion. I. Probability laws at fixed time
    • Matsumoto H., Yor M. Exponential functionals of Brownian motion. I. Probability laws at fixed time. Probab. Surv. 2005, 2:312-347.
    • (2005) Probab. Surv. , vol.2 , pp. 312-347
    • Matsumoto, H.1    Yor, M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.