Non-Gaussian distributions.

DOI10.1016/S0096-3003(99)00029-6zbMath1042.60048OpenAlexW4254033237MaRDI QIDQ1569180

Victor Mastrangelo, Michèle Mastrangelo, Jean-Marie Teuler

Publication date: 25 June 2000

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0096-3003(99)00029-6

zbMATH Keywords

fractional Brownian motionBrownian motiondiffusion equationfractional calculusstable processes

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Cites Work

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• A signed measure on path space related to Wiener measure
• Arrested shear dispersion and other models of anomalous diffusion
• Anomalous diffusion of tracer in convection rolls
• Fractional diffusion equation on fractals: one-dimensional case and asymptotic behaviour

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