J. Mijena

activity

20112021

most citedNon-linear noise excitation for some space-time fractional stochastic equations in bounded domains

21 citations · 30 across the 7 of their papers we have counts for

collaborators

Showing 2014 · math.PRShow all

4 papers · 2 filters

math.PR2014★ 3 cited

Intermittence and time fractional stochastic partial differential equations

Jebessa B. Mijena, Erkan Nane

We consider time fractional stochastic heat type equation $\partial_{t}^{β} u (t, x) = - ν (- Δ)^{α /2} u_{t} (x) + I_{t}^{1 - β} [σ (u) W \cdot (t, x)]$ in $(d + 1)$ dimensions, where $ν > 0$ , $β\…

math.PR2014

Space-time fractional stochastic partial differential equations

Jebessa B. Mijena, Erkan Nane

We consider non-linear time-fractional stochastic heat type equation $\partial_{t}^{β} u_{t} (x) = - ν (- Δ)^{α /2} u_{t} (x) + I_{t}^{1 - β} [σ (u) W \cdot (t, x)]$ in $(d + 1)$ dimensions, where…

math.PR2014★ 6 cited

Correlation structure of time-changed fractional Brownian motion

Jebessa B. Mijena

Fractional Brownian motion (fBm) is a centered self-similar Gaussian process with stationary increments, which depends on a parameter $H \in (0, 1)$ called the Hurst index. The use…

math.PR2014

Correlation structure of time-changed Pearson diffusions

Jebessa B. Mijena, Erkan Nane

The stochastic solution to diffusion equations with polynomial coefficients is called a Pearson diffusion. If the time derivative is replaced by a distributed fractional derivative…