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Fractional Stokes-Boussinesq-Langevin equationand Mittag-Leffler correlation decay

Abstract

his paper presents some stationary processes which are solutions of the fractional Stokes-Boussinesq-Langevin equation. These processes have reflection positivity and their correlation functions, which may exhibit the Alder-Wainwright effect or long-range dependence, are expressed in terms of the Mittag-Leffler functions. These properties are established rigorously via the theory of KMO-Langevin equation and a combination of Mittag-Leffler functions and fractional derivatives. A~relationship to fractional Riesz-Bessel motion is also investigated. This relationship permits to study the effects of long-range dependence and second-order intermittency simultaneously

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