Fundamental solutions of the fractional diffusion and the fractional Fokker-Planck equations
DOI10.1016/J.JOEMS.2015.08.006zbMath1348.35274OpenAlexW2183689950MaRDI QIDQ301256
Publication date: 30 June 2016
Published in: Journal of the Egyptian Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.joems.2015.08.006
Green functionfractional diffusion equations\(\alpha\)-stable distributionFeller operatorscale invariant methodsimilarity variable
Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50) Integro-partial differential equations (45K05) Fractional derivatives and integrals (26A33) Diffusion processes (60J60) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Finite difference methods for boundary value problems involving PDEs (65N06) Fokker-Planck equations (35Q84)
Related Items (3)
Cites Work
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