Discrete and continuous random walk models for space-time fractional diffusion

DOI10.1007/S10958-006-0006-0MaRDI QIDQ5919166zbMATH OpenOpenAlexFDO

Authors Rudolf Gorenflo, Alessandro Vivoli, Francesco Mainardi

Publication date 17 February 2015

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-006-0006-0

zbMATH Keywords

space-time fractional diffusion

Mathematics Subject Classification ID

Gaussian processes (60G15) Sums of independent random variables; random walks (60G50) Continuous-time Markov processes on discrete state spaces (60J27)

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Cited in

(4)

• Variational problems with fractional derivatives: invariance conditions and Nöther's theorem
• A discrete time random walk model for anomalous diffusion
• How to identify absorption in a subdiffusive medium
• Generalized continuous time random walks, master equations, and fractional Fokker-Planck equations

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