Stochastic models for fractional calculus

DOI10.1515/9783110258165zbMath1247.60003OpenAlexW4229825750MaRDI QIDQ5894481

Mark M. Meerschaert, Alla Sikorskii

Publication date: 11 January 2012

Published in: De Gruyter Studies in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/9783110258165

zbMATH Keywords

fractional derivativesfractional calculusanomalous diffusioncontinuous time random walksheavy tailed random walksoperator stable lawsstable limit distributionsvector fractional diffusion

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Fractional derivatives and integrals (26A33) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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