Stochastic model for ultraslow diffusion

DOI10.1016/j.spa.2006.01.006zbMath1100.60024OpenAlexW2159596543MaRDI QIDQ2507593

Mark M. Meerschaert, Hans-Peter Scheffler

Publication date: 5 October 2006

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2006.01.006

zbMATH Keywords

continuous time random walkanomalous diffusionstable subordinatorslowly varying tails

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Functional limit theorems; invariance principles (60F17)

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