From Sturm-Liouville problems to fractional and anomalous diffusions

DOI10.1016/j.spa.2012.06.002zbMath1260.60159arXiv1011.1424OpenAlexW2132997731MaRDI QIDQ449235

Mirko D'Ovidio

Publication date: 12 September 2012

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

Full work available at URL: https://arxiv.org/abs/1011.1424

zbMATH Keywords

Sturm-Liouville problemanomalous diffusionstable subordinatorfox functionsMellin convolution

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fractional derivatives and integrals (26A33) Diffusion processes (60J60)

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