ANOMALOUS DIFFUSION PROCESSES: STOCHASTIC MODELS AND THEIR PROPERTIES

DOI10.1017/S0004972720000258MaRDI QIDQ5110155zbMATH OpenOpenAlexFDO

Authors Sean Carnaffan

Publication date 15 May 2020

Published in Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0004972720000258

zbMATH Keywords

stochastic processesanomalous diffusion

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Fractional processes, including fractional Brownian motion (60G22) Fokker-Planck equations (35Q84) Anomalous diffusion models (subdiffusion, superdiffusion, continuous-time random walks, etc.) (60K50)

Cites work

• Cusping, transport and variance of solutions to generalized Fokker–Planck equations
• Optimal statistical inference for subdiffusion processes
• Solving multidimensional fractional Fokker-Planck equations via unbiased density formulas for anomalous diffusion processes

Cited in

(2)

• Anomalous diffusion. From basics to applications. Proceedings of the 11th Max Born symposium, held at Lądek Zdrój, Poland, May 20--27, 1998
• Characterizations and simulations of a class of stochastic processes to model anomalous diffusion

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