A stochastic solution with Gaussian stationary increments of the symmetric space-time fractional diffusion equation

DOI10.1515/fca-2016-0022zbMath1341.60073arXiv1603.05300OpenAlexW2964335128MaRDI QIDQ281431

Gianni Pagnini, Paolo Paradisi

Publication date: 11 May 2016

Published in: Fractional Calculus \& Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.05300

zbMATH Keywords

fractional Brownian motionGaussian processesanomalous diffusionstochastic solutionself-similar processspace-time fractional diffusion equationstationary increments

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10) Fractional derivatives and integrals (26A33) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Generalized stochastic processes (60G20) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Self-similar stochastic processes (60G18) Fractional partial differential equations (35R11)

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Uses Software

• mlrnd

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