Stochastic representation of solution to nonlocal-in-time diffusion

Qiang Du, Lorenzo Toniazzi, Zhi Zhou

Type: Article

Publication Date: 2019-06-25

Citations: 15

DOI: https://doi.org/10.1016/j.spa.2019.06.011

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Stochastic Processes and their Applications - View
arXiv (Cornell University) - View - PDF

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+	Fractional Integrals and Derivatives: Theory and Applications	1993	Stefan Samko Anatoly A. Kilbas O. I. Marichev
+	Distributed-order fractional diffusions on bounded domains	2011	Mark M. Meerschaert Erkan Nane P. Vellaisamy
+	Fractional kinetic equations: solutions and applications	1997	Alexander I. Saichev George M. Zaslavsky
+	The realization of the generalized transfer equation in a medium with fractal geometry	1986	Raoul R. Nigmatullin
+	Fractional Fokker-Planck dynamics: Stochastic representation and computer simulation	2007	Marcin Magdziarz Aleksander Weron Karina Weron
+	The tempered stable process with infinitely divisible inverse subordinators	2013	Agnieszka Wyłomańska
+	Models of anomalous diffusion: the subdiffusive case	2004	Alexandra Piryatinska А. И. Саичев Wojbor A. Woyczyński
+ PDF Chat	General Fractional Calculus, Evolution Equations, and Renewal Processes	2011	Anatoly N. Kochubei
+	Jumping SDEs: absolute continuity using monotonicity	2002	Nicolas Fournier
+ PDF Chat	Convergence to fractional kinetics for random walks associated with unbounded conductances	2009	Martin T. Barlow Jǐŕı Černý