May 2001 - 010501
Fractional Calculus Modelling: recent papers by N.N. Leonenko

Nikolai N. LEONENKO
School of Mathematics
Cardiff University
Senghennedd Road
Cardiff CF2 4YH
UK

E-mail: leonenkon@Cardiff.ac.uk

1.N.Leonenko,
Limit theorems for random fielsd with singular spectrum,
Kluwer Academic Publishers,1999,Dordrecht.
[pp.38-61 of this book are related to fractional culculus, as well as others.]

2.V.V.Anh,N.N.Leonenko,
Scaling laws for fractional diffusion-wave equations with singular data,
Statistics and Probab.Letters,  Vol. 48 (2000), 239-252.

3.L.Beghin,V.V.Knopova,N.N.Leonenko and E.Orsingher,
Gaussian limiting behaviour of the rescaled solution to the linear 
Korteweg-de Vries  equation with random initial conditions,
J.Stat.Phys., vol.99, No 3/4 (2000),769-781

4.V.V.Anh,N.N.Leonenko,
Spectral analysisi of fractional kinetic equations with random data,
J.Stat.Phys., vol. 104, No 5/6 (2001), to appear

5.V.V.Anh,N.N.Leonenko,R.McVinish,
Models for fractional Roesz-Bessel  motion and related processes,
Fractals,2001,to appear

6.V.V.Anh,C.C.Heyde,N.N.Leonenko,
Dynamic models of long-memory  processes driven by Levy noise with 
applications to finance and macroeconomics,
submitted to J.Applied Probab. (2001).