Stochastic solution of space-time fractional diffusion equations

DOI10.1103/PHYSREVE.65.041103zbMath1244.60080OpenAlexW2131914906WikidataQ74076173 ScholiaQ74076173MaRDI QIDQ2903407

David A. Benson, Mark M. Meerschaert, Boris Baeumer, Hans-Peter Scheffler

Publication date: 9 August 2012

Published in: Physical Review E (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1103/physreve.65.041103

zbMATH Keywords

fractional diffusion equations

Mathematics Subject Classification ID

Reaction-diffusion equations (35K57) Brownian motion (60J65) PDEs with randomness, stochastic partial differential equations (35R60) Fractional partial differential equations (35R11)

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Cites Work

• Fractional kinetic equation for Hamiltonian chaos
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• Random Walks on Lattices. II
• Fractional diffusion and wave equations
• Fractional kinetic equations: solutions and applications
• Fractional Brownian Motions, Fractional Noises and Applications
• Limit theorems for occupation times of Markov processes
• Diffusion Equation and Stochastic Processes
• The random walk's guide to anomalous diffusion: A fractional dynamics approach

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