INTEGRO-DIFFERENTIAL EQUATIONS ASSOCIATED WITH CONTINUOUS-TIME RANDOM WALK

DOI10.1142/S0217979213300065zbMath1267.82118MaRDI QIDQ2839978

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Publication date: 17 July 2013

Published in: International Journal of Modern Physics B (Search for Journal in Brave)

zbMATH Keywords

stochastic processescontinuous-time random walkintegro-differential equations for diffusion and diffusion-advection

Mathematics Subject Classification ID

Diffusion (76R50) Transport processes in time-dependent statistical mechanics (82C70) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41) Integro-differential operators (47G20)

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Cites Work

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• Stochastic Problems in Physics and Astronomy
• The random walk's guide to anomalous diffusion: A fractional dynamics approach

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