Space-time fractional derivative operators
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Cites work
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- Fractional kinetic equations: solutions and applications
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- Limit distributions for sums of independent random vectors. Heavy tails in theory and practice
- Limit theorem for continuous-time random walks with two time scales
- Limit theorems for coupled continuous time random walks.
- Random walks on lattices. II
- Semigroups of linear operators and applications to partial differential equations
- Stochastic solution of space-time fractional diffusion equations
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
- Waiting-times and returns in high-frequency financial data: An empirical study
Cited in
(39)- On some applications of the space-time fractional derivative
- On nonnegative solutions of fractional \(q\)-linear time-varying dynamic systems with delayed dynamics
- Anomalous diffusion with ballistic scaling: a new fractional derivative
- Limit theorems for coupled continuous time random walks.
- Method of calculating densities for isotropic ballistic Lévy walks
- Space-time coupled evolution equations and their stochastic solutions
- Asymptotic mean value formulas, nonlocal space-time parabolic operators and anomalous tug-of-war games
- A class of time-fractional Dirac type operators
- Variable order fractional Fokker-Planck equations derived from continuous time random walks
- Fractional derivatives and negative probabilities
- Fokker-Planck and Kolmogorov backward equations for continuous time random walk scaling limits
- Fractional Fokker-Planck-Kolmogorov type equations and their associated stochastic differential equations
- Asymptotic properties of Brownian motion delayed by inverse subordinators
- Multifractional Markov processes in heterogeneous domains
- Space-time transport schemes and homogenization. I: General theory of Markovian and non-Markovian processes
- Fractional boundaries for fluid spheres
- Fractional Israel layers
- Fractional governing equations for coupled random walks
- A numerical approach to the generalized nonlinear fractional Fokker-Planck equation
- Space-time fractional diffusion on bounded domains
- Complementary densities of Lévy walks: typical and rare fluctuations
- Finite difference method for solving the space-time fractional wave equation in the Caputo form
- Limit theorems and governing equations for Lévy walks
- Space-time fractional diffusion equations in d-dimensions
- Fractional-in-time and multifractional-in-space stochastic partial differential equations
- Fractional derivatives from the perspective of the Minkowski's space-time
- Harnack's inequality for a space-time fractional diffusion equation and applications to an inverse source problem
- The Calderón problem for a space-time fractional parabolic equation
- Anomalous diffusions in option prices: connecting trade duration and the volatility term structure
- Finite dimensional Fokker-Planck equations for continuous time random walk limits
- Positivity and stability of the solutions of Caputo fractional linear time-invariant systems of any order with internal point delays
- Regularity theory and extension problem for fractional nonlocal parabolic equations and the master equation
- About robust stability of Caputo linear fractional dynamic systems with time delays through fixed point theory
- On the nodal set of solutions to a class of nonlocal parabolic equations
- Crank-Nicolson finite difference scheme for time-space fractional diffusion equation
- Sampling inverse subordinators and subdiffusions
- Fractional calculus modifications to the kinetic equations of statistical mechanics
- A second-order accurate numerical method for the two-dimensional fractional diffusion equation
- Triangular array limits for continuous time random walks
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