Multidimensional fractional advection-dispersion equations and related stochastic processes
DOI10.1214/EJP.V19-2854zbMATH Open1339.60086MaRDI QIDQ743486FDOQ743486
Authors: Mirko D'Ovidio, Roberto Garra 
Publication date: 24 September 2014
Published in: Electronic Journal of Probability (Search for Journal in Brave)
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directional derivativesFrobenius-Perron operatorsfractional advection-dispersion equationsfractional vector calculusLévy processesLévy-Khinchine formula
Processes with independent increments; Lévy processes (60G51) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Fractional processes, including fractional Brownian motion (60G22) Diffusion processes (60J60) Fractional derivatives and integrals (26A33) Fractional partial differential equations (35R11) Applications of stochastic analysis (to PDEs, etc.) (60H30) Transition functions, generators and resolvents (60J35)
Cited In (17)
- Structure-preserving discretization of fractional vector calculus using discrete exterior calculus
- Stability and stabilization of short memory fractional differential equations with delayed impulses
- A stochastic differential equation model with jumps for fractional advection and dispersion
- Random time-change with inverses of multivariate subordinators: governing equations and fractional dynamics
- Mixing-driven equilibrium reactions in multidimensional fractional advection-dispersion systems
- Fractional vector analysis based on invariance requirements (critique of coordinate approaches)
- A family of fractional diffusion equations derived from stochastic harmonic chains with long-range interactions
- Anomalous diffusion of self-propelled particles
- Global existence of weak solutions for strongly damped wave equations with nonlinear boundary conditions and balanced potentials
- Fractional diffusion-type equations with exponential and logarithmic differential operators
- Generalized vector calculus on convex domain
- Advection-diffusion equations with random coefficients on evolving hypersurfaces
- Some families of random fields related to multiparameter Lévy processes
- Closed-form multi-dimensional solutions and asymptotic behaviors for subdiffusive processes with crossovers. I: Retarding case
- Fractional and fractal advection-dispersion model
- Wright functions governed by fractional directional derivatives and fractional advection diffusion equations
- Fractional calculus: quo vadimus? (where are we going?)
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