Fundamental solutions of the fractional diffusion and the fractional Fokker-Planck equations
DOI10.1016/j.joems.2015.08.006zbMath1348.35274MaRDI QIDQ301256
Publication date: 30 June 2016
Published in: Journal of the Egyptian Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.joems.2015.08.006
Green functionfractional diffusion equations\(\alpha\)-stable distributionFeller operatorscale invariant methodsimilarity variable
60G51: Processes with independent increments; Lévy processes
60G50: Sums of independent random variables; random walks
45K05: Integro-partial differential equations
26A33: Fractional derivatives and integrals
60J60: Diffusion processes
42A38: Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type
65N06: Finite difference methods for boundary value problems involving PDEs
35Q84: Fokker-Planck equations
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