A class of self-similar stochastic processes with stationary increments to model anomalous diffusion in physics

DOI10.1080/10652460802567517zbMath1173.26005arXiv0711.0665OpenAlexW2153593393MaRDI QIDQ3619802

Antonio Mura, Francesco Mainardi

Publication date: 9 April 2009

Published in: Integral Transforms and Special Functions (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0711.0665

zbMATH Keywords

Mittag-Leffler functionfractional Brownian motionfractional derivatives and integrals

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Mittag-Leffler functions and generalizations (33E12) Laplace transform (44A10) Self-similar stochastic processes (60G18) Hypergeometric integrals and functions defined by them ((E), (G), (H) and (I) functions) (33C60)

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Cites Work

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• Continuous-time random walk and parametric subordination in fractional diffusion
• Stochastic solution of space-time fractional diffusion equations
• Characterizations and simulations of a class of stochastic processes to model anomalous diffusion
• Completely monotonic functions
• Applications of integral transforms in fractional diffusion processes
• Subordinated Brownian Motion and its Fractional Fokker–Planck Equation
• Deconvolution of fractional brownian motion

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