Two-particle anomalous diffusion: probability density functions and self-similar stochastic processes
DOI10.1098/RSTA.2012.0154zbMATH Open1339.60116OpenAlexW2026413941WikidataQ46768563 ScholiaQ46768563MaRDI QIDQ2809797FDOQ2809797
Authors: Gianni Pagnini, Antonio Mura, Francesco Mainardi 
Publication date: 30 May 2016
Published in: Philosophical Transactions of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1098/rsta.2012.0154
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Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) Diffusion processes (60J60) Stable stochastic processes (60G52) Self-similar stochastic processes (60G18)
Cites Work
- Mellin convolution for subordinated stable processes
- Characterizations and simulations of a class of stochastic processes to model anomalous diffusion
- A class of self-similar stochastic processes with stationary increments to model anomalous diffusion in physics
- A stochastic model of two-particle dispersion and concentration fluctuations in homogeneous turbulence
- On the bound of the Lyapunov exponents for the fractional differential systems
- Fractional Bloch equation with delay
- A stochastic model for the motion of particle pairs in isotropic high-Reynolds-number turbulence, and its application to the problem of concentration variance
Cited In (12)
- Fractional calculus and its applications
- A stochastic solution with Gaussian stationary increments of the symmetric space-time fractional diffusion equation
- Generalized Fokker-Planck equation for superstatistical systems
- Normal and anomalous diffusion of Brownian particles on disordered potentials
- Generalized grey Brownian motion local time: existence and weak approximation
- Random diffusivity models for scaled Brownian motion
- Time-fractional fabric to quantify non-Fickian diffusion in porous media: new vision from previous studies
- Fractional rheological models for thermomechanical systems. Dissipation and free energies
- The M-Wright function as a generalization of the Gaussian density for fractional diffusion processes
- Finite-energy Lévy-type motion through heterogeneous ensemble of Brownian particles
- A class of self-similar stochastic processes with stationary increments to model anomalous diffusion in physics
- Macroscale modeling the methanol anomalous transport in the porous Pellet using the time-fractional diffusion and fractional Brownian motion: a model comparison
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