From the Ehrenfest model to time-fractional stochastic processes

DOI10.1016/j.cam.2009.07.010zbMath1185.60048OpenAlexW2000002722MaRDI QIDQ732123

Entsar A. Abdel-Rehim

Publication date: 9 October 2009

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2009.07.010

zbMATH Keywords

stochastic processesdifference schemesdiffusion processesreversibilityEhrenfest urn modelcentral drifttime-fractional derivative

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Integro-partial differential equations (45K05) Fractional derivatives and integrals (26A33) Diffusion processes (60J60) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41) Finite difference methods for boundary value problems involving PDEs (65N06)

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