Variable order fractional Fokker-Planck equations derived from continuous time random walks

DOI10.1016/j.physa.2018.03.010OpenAlexW2781176418WikidataQ130140864 ScholiaQ130140864MaRDI QIDQ2149245

Peter Straka

Publication date: 28 June 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.06767

zbMATH Keywords

continuous time random walkLévy processanomalous diffusionfractional derivativevariable orderstochastic process limit

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Functional limit theorems; invariance principles (60F17) Statistical mechanics, structure of matter (82-XX)

Related Items (15)

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Uses Software

• GitHub

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