Fractional dynamics at multiple times

DOI10.1007/s10955-012-0638-zzbMath1263.82040WikidataQ43056450 ScholiaQ43056450MaRDI QIDQ1938813

Mark M. Meerschaert, Peter Straka

Publication date: 25 February 2013

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

Full work available at URL: http://europepmc.org/articles/pmc3557829

zbMATH Keywords

subordination; renewal theory; continuous time random walk; anomalous diffusion; fractional derivative; time change; Levy process; fractional dynamics; subdiffusion

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

26A33: Fractional derivatives and integrals

82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics

82C41: Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics

Related Items

A Semi-Markov Algorithm for Continuous Time Random Walk Limit Distributions, Generalized Continuous Time Random Walks, Master Equations, and Fractional Fokker--Planck Equations, Correlation structure of fractional Pearson diffusions, Modeling transport through an environment crowded by a mixture of obstacles of different shapes and sizes, The role of fractional calculus in modeling biological phenomena: a review, Variable order fractional Fokker-Planck equations derived from continuous time random walks, Characterizing anomalous diffusion by studying displacements

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Fractional governing equations for coupled random walks
• Semi-Markov approach to continuous time random walk limit processes
• Lagging and leading coupled continuous time random walks, renewal times and their joint limits
• Tempering stable processes
• Triangular array limits for continuous time random walks
• Microscopic approach to random walks
• Two-time scale subordination in physical processes with long-term memory
• Random Walks on Lattices. II
• Limit theorems for continuous-time random walks with infinite mean waiting times
• Fractional kinetic equations: solutions and applications
• Anomalous diffusion in correlated continuous time random walks
• Stochastic models for fractional calculus
• The random walk's guide to anomalous diffusion: A fractional dynamics approach