Fully discrete random walks for space-time fractional diffusion equations
DOI10.1016/S0165-1684(03)00193-2zbMATH Open1145.60312OpenAlexW2098827267MaRDI QIDQ948288FDOQ948288
Authors: Rudolf Gorenflo, Alessandro Vivoli 
Publication date: 16 October 2008
Published in: Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1684(03)00193-2
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fractional calculusspace-time fractional diffusionasymptotic power lawsdiscrete random walkMaster equation
Processes with independent increments; Lévy processes (60G51) Diffusion processes (60J60) Sums of independent random variables; random walks (60G50) Integro-partial differential equations (45K05) Fractional derivatives and integrals (26A33) Laplace transform (44A10) Pseudodifferential operators (47G30) Self-similar stochastic processes (60G18)
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