The M-Wright function as a generalization of the Gaussian density for fractional diffusion processes

DOI10.2478/s13540-013-0027-6zbMath1312.33061OpenAlexW1964858852MaRDI QIDQ2347318

Gianni Pagnini

Publication date: 27 May 2015

Published in: Fractional Calculus \& Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/s13540-013-0027-6

zbMATH Keywords

generalized grey Brownian motionfractional diffusionM-Wright functionErdélyi-Kober fractional diffusion

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Convolution as an integral transform (44A35) Fractional derivatives and integrals (26A33) Other functions defined by series and integrals (33E20) Other functions coming from differential, difference and integral equations (33E30) Self-similar stochastic processes (60G18)

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