Some recent advances in theory and simulation of fractional diffusion processes

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Publication:1025878

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DOI10.1016/j.cam.2008.04.005zbMath1166.45004arXiv0801.0146OpenAlexW2066074538MaRDI QIDQ1025878

Rudolf Gorenflo, Francesco Mainardi

Publication date: 23 June 2009

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0801.0146

zbMATH Keywords

Lévy processes random walks renewal theory fractional calculus random walk anomalous diffusion power laws fractional diffusion processes Mittag-Leffler waiting time law parametric subordination

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50) Integro-partial differential equations (45K05) Fractional derivatives and integrals (26A33) Diffusion processes (60J60) Self-similar stochastic processes (60G18)

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