Semi-Markov models and motion in heterogeneous media

DOI10.1007/s10955-017-1871-2zbMath1386.82059arXiv1705.02846OpenAlexW2612974761MaRDI QIDQ1685491

Bruno Toaldo, Costantino Ricciuti

Publication date: 14 December 2017

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.02846

zbMATH Keywords

fractional derivativessemi-Markov processesanomalous diffusionsubordinatorsVolterra equationscontinuous time random walks

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Sums of independent random variables; random walks (60G50) Other physical applications of random processes (60K40) Markov renewal processes, semi-Markov processes (60K15) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41) Integral equations with kernels of Cauchy type (45E05)

Related Items (13)

On time-fractional diffusion equations with space-dependent variable order ⋮ Goodness-of-fit test for multistable Lévy processes ⋮ Existence of a unique weak solution to a non-autonomous time-fractional diffusion equation with space-dependent variable order ⋮ On the exit time from open sets of some semi-Markov processes ⋮ State dependent versions of the space-time fractional Poisson process ⋮ From semi-Markov random evolutions to scattering transport and superdiffusion ⋮ Random time-change with inverses of multivariate subordinators: governing equations and fractional dynamics ⋮ Adomian Decomposition Method and Fractional Poisson Processes: A Survey ⋮ Weak solvability of the variable-order subdiffusion equation ⋮ On the convolution of Mittag–Leffler distributions and its applications to fractional point processes ⋮ Semi-Markov processes, integro-differential equations and anomalous diffusion-aggregation ⋮ On discrete-time semi-Markov processes ⋮ On distributions of certain state-dependent fractional point processes

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