Stochastic models for fractional calculus
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Publication:5894481
DOI10.1515/9783110258165zbMath1247.60003OpenAlexW4229825750MaRDI 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
fractional derivativesfractional calculusanomalous diffusioncontinuous time random walksheavy tailed random walksoperator stable lawsstable limit distributionsvector fractional diffusion
Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Fractional derivatives and integrals (26A33) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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