Semi-Markov processes, integro-differential equations and anomalous diffusion-aggregation
DOI10.1214/20-AIHP1053zbMath1476.60161arXiv1807.07060OpenAlexW3093912648WikidataQ115240815 ScholiaQ115240815MaRDI QIDQ2028951
Bruno Toaldo, Mladen Svetoslavov Savov
Publication date: 3 June 2021
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1807.07060
integro-differential equationssemi-Markov processesadditive processessubordinatorsfractional equationstime-changed processes
Markov renewal processes, semi-Markov processes (60K15) Anomalous diffusion models (subdiffusion, superdiffusion, continuous-time random walks, etc.) (60K50)
Related Items (9)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Time-inhomogeneous jump processes and variable order operators
- Semi-Markov approach to continuous time random walk limit processes
- The fractional Poisson process and the inverse stable subordinator
- General fractional calculus, evolution equations, and renewal processes
- Triangular array limits for continuous time random walks
- Small time one-sided LIL behavior for Lévy processes at zero
- Small time two-sided LIL behavior for Lévy processes at zero
- Regenerative systems on the real line
- On semi-Markov processes and their Kolmogorov's integro-differential equations
- Time fractional equations and probabilistic representation
- Generalised fractional evolution equations of Caputo type
- Semi-Markov models and motion in heterogeneous media
- A fractional kinetic process describing the intermediate time behaviour of cellular flows
- Small time Chung-type LIL for Lévy processes
- Variable order fractional Fokker-Planck equations derived from continuous time random walks
- Fractional equations via convergence of forms
- Mittag-Leffler analysis. I: Construction and characterization
- Fractional Cauchy problems on bounded domains
- Relaxation patterns and semi-Markov dynamics
- Lévy mixing related to distributed order calculus, subordinators and slow diffusions
- Transport equations for subdiffusion with nonlinear particle interaction
- Convolution-type derivatives, hitting-times of subordinators and time-changed \(C_0\)-semigroups
- Lévy matters III. Lévy-type processes: construction, approximation and sample path properties
- Fokker–Planck and Kolmogorov backward equations for continuous time random walk scaling limits
- Asymptotic properties of Brownian motion delayed by inverse subordinators
- Vector-valued Laplace Transforms and Cauchy Problems
- Generalized Continuous-Time Random Walks, Subordination by Hitting Times, and Fractional Dynamics
- One-Parameter Semigroups for Linear Evolution Equations
- State-Dependent Fractional Point Processes
- Completely monotone functions and some classes of fractional evolution equations
- Continuous Semi‐Markov Processes
- Markov additive processes. I
- Markov additive processes. II
- Fractional diffusion in inhomogeneous media
- Time-inhomogeneous fractional Poisson processes defined by the multistable subordinator
- Stochastic models for fractional calculus
- Bernstein functions. Theory and applications
- The two-state model for anomalous stochastic motion
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
- Mittag-Leffler analysis. II: Application to the fractional heat equation.
This page was built for publication: Semi-Markov processes, integro-differential equations and anomalous diffusion-aggregation