Two-particle anomalous diffusion: probability density functions and self-similar stochastic processes

DOI10.1098/rsta.2012.0154zbMath1339.60116OpenAlexW2026413941WikidataQ46768563 ScholiaQ46768563MaRDI QIDQ2809797

Antonio Mura, Gianni Pagnini, Francesco Mainardi

Publication date: 30 May 2016

Published in: Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1098/rsta.2012.0154

zbMATH Keywords

fractional Brownian motionanomalous diffusiongeneralized grey Brownian motion\(M\)-Wright functionLévy stable densityself-similar stochastic processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) Diffusion processes (60J60) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52)

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Cites Work

• Fractional Bloch equation with delay
• Mellin convolution for subordinated stable processes
• Characterizations and simulations of a class of stochastic processes to model anomalous diffusion
• A class of self-similar stochastic processes with stationary increments to model anomalous diffusion in physics
• A stochastic model of two-particle dispersion and concentration fluctuations in homogeneous turbulence
• A stochastic model for the motion of particle pairs in isotropic high-Reynolds-number turbulence, and its application to the problem of concentration variance
• On the bound of the Lyapunov exponents for the fractional differential systems

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