scientific article; zbMATH DE number 5608447

MaRDI QIDQ3398693zbMATHFDO

Authors Rudolf Gorenflo, Alessandro Vivoli, Francesco Mainardi

Publication date 29 September 2009

zbMATH Keywords

stochastic processesrenewal theoryfractional calculussubordinationanomalous diffusionasymptotic power lawsstable probability densities

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Sums of independent random variables; random walks (60G50) Fractional derivatives and integrals (26A33) Hypergeometric integrals and functions defined by them ((E), (G), (H) and (I) functions) (33C60)

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Cited in

(13)

• Some recent advances in theory and simulation of fractional diffusion processes
• Continuous-time random walk and parametric subordination in fractional diffusion
• An elementary approach to subdiffusion
• Models for characterizing the transition among anomalous diffusions with different diffusion exponents
• Fractional Euler limits and their applications
• Subordinated diffusion and continuous time random walk asymptotics
• Fractional dynamics at multiple times
• Discrete and continuous random walk models for space-time fractional diffusion
• Parametric subordination in fractional diffusion processes
• Multi-phase long-term autocorrelated diffusion: stationary continuous-time Weierstrass walk versus flight
• Two-time scale subordination in physical processes with long-term memory
• Generalized Continuous-Time Random Walks, Subordination by Hitting Times, and Fractional Dynamics
• Lagging and leading coupled continuous time random walks, renewal times and their joint limits

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