44 citations · 255 across the 35 of their papers we have counts for
3 papers · 2 filters
On asymptotic behavior of solutions to random fractional Riesz-Bessel equations with cyclic long memory initial conditions
Maha Mosaad A. Alghamdi, Andriy Olenko
This paper investigates fractional Riesz-Bessel equations with random initial conditions. The spectra of these random initial conditions exhibit singularities both at zero frequenc…
Multiscaling asymptotic behavior of solutions to random high-order heat equations
Maha Mosaad A Alghamdi, Nikolai Leonenko, Andriy Olenko
This paper studies high-order partial differential equations with random initial conditions that have both long-memory and cyclic behavior. The cases of random initial conditions w…
Construction and limit theorems for supCAR fields
Illia Donhauzer, Nikolai Leonenko, Andriy Olenko
The paper introduces a new class of random fields, supCAR fields, which are constructed as superpositions of continuous autoregressive random fields. These supCAR fields possess in…