Tempered fractionally integrated process with stable noise as a transient anomalous diffusion model

DOI10.1088/1751-8121/AC5B92zbMath1505.60076OpenAlexW4221075928MaRDI QIDQ5049923

Krzysztof Burnecki, Jinu Kabala, Farzad Sabzikar

Publication date: 14 November 2022

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/1751-8121/ac5b92

zbMATH Keywords

stable distributiontempered fractional calculuscodifferenceWhittle methodYaglom noise

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Diffusion processes (60J60)

Related Items (1)

Preface: characterisation of physical processes from anomalous diffusion data

Uses Software

• itsmr
• ITSM2000

Cites Work

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