Stochastic models for fractional calculus

DOI10.1515/9783110258165zbMath1247.60003MaRDI QIDQ5894481

Mark M. Meerschaert, Alla Sikorskii

Publication date: 11 January 2012

Published in: De Gruyter Studies in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/9783110258165

zbMATH Keywords

fractional derivatives; fractional calculus; anomalous diffusion; continuous time random walks; heavy tailed random walks; operator stable laws; stable limit distributions; vector fractional diffusion

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

60F05: Central limit and other weak theorems

60G22: Fractional processes, including fractional Brownian motion

26A33: Fractional derivatives and integrals

60H30: Applications of stochastic analysis (to PDEs, etc.)

60J60: Diffusion processes

82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics

60-02: Research exposition (monographs, survey articles) pertaining to probability theory