Fractional diffusion equations and processes with randomly varying time

DOI10.1214/08-AOP401zbMath1173.60027arXiv1102.4729OpenAlexW2020055704MaRDI QIDQ1011156

Luisa Beghin, Enzo Orsingher

Publication date: 8 April 2009

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1102.4729

zbMATH Keywords

fractional derivativestable distributionAiry functionsiterated Brownian motiontime-fractional equationGauss-Laplace random variableMc-Kean law

Mathematics Subject Classification ID

Brownian motion (60J65) Fractional derivatives and integrals (26A33) Diffusion processes (60J60) Mittag-Leffler functions and generalizations (33E12) Stable stochastic processes (60G52) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10)

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