Generalized fractional master equation for self-similar stochastic processes modelling anomalous diffusion

DOI10.1155/2012/427383MaRDI QIDQ1929675zbMATH OpenOpenAlexWikidataFDO

Authors Gianni Pagnini, Antonio Mura, Francesco Mainardi

Publication date 9 January 2013

Published in International Journal of Stochastic Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1155/2012/427383

zbMATH Keywords

anomalous diffusion in complex mediagrey Brownian motionmaster equation approachtime-fractional diffusion process

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18) Fractional processes, including fractional Brownian motion (60G22) Diffusion processes (60J60)

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Cited in

(16)

• A fractional phase-field model using an infinitesimal generator of stable Lévy process
• Analysis of fractal wave equations by local fractional Fourier series method
• Centre-of-mass like superposition of Ornstein-Uhlenbeck processes: A pathway to non-autonomous stochastic differential equations and to fractional diffusion
• The M-Wright function as a generalization of the Gaussian density for fractional diffusion processes
• Two-particle anomalous diffusion: probability density functions and self-similar stochastic processes
• A stochastic solution with Gaussian stationary increments of the symmetric space-time fractional diffusion equation
• Fractional Helmholtz and fractional wave equations with Riesz-Feller and generalized Riemann-Liouville fractional derivatives
• Anomalous Diffusion: From Fractional Master Equations to Path Integrals
• A class of self-similar stochastic processes with stationary increments to model anomalous diffusion in physics
• Finite-energy Lévy-type motion through heterogeneous ensemble of Brownian particles
• Erdélyi-Kober fractional diffusion
• The M-Wright function in time-fractional diffusion processes: a tutorial survey
• Generalized Fokker-Planck equation for superstatistical systems
• Fractional diffusion equations interpolate between damping and waves
• Mittag-Leffler stability and Lyapunov stability for a problem arising in porous media
• On a fractional master equation

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