Random time-change with inverses of multivariate subordinators: governing equations and fractional dynamics
DOI10.1016/j.spa.2020.05.014zbMath1454.60060arXiv1912.09432OpenAlexW3027339147MaRDI QIDQ2196551
Costantino Ricciuti, Claudio Macci, Luisa Beghin
Publication date: 3 September 2020
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1912.09432
anomalous diffusionfractional operatorssubordinatorsmultivariate Lévy processescontinuous time random walksrandom time-change
Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) Stable stochastic processes (60G52) Continuous-time Markov processes on discrete state spaces (60J27) Anomalous diffusion models (subdiffusion, superdiffusion, continuous-time random walks, etc.) (60K50)
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