Transient anomalous sub-diffusion on bounded domains

DOI10.1090/S0002-9939-2012-11362-0zbMath1266.60087arXiv1004.3986WikidataQ38283438 ScholiaQ38283438MaRDI QIDQ4908286

Mark M. Meerschaert, Erkan Nane, Palaniappan Vellaisamy

Publication date: 5 March 2013

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1004.3986

zbMATH Keywords

fractional diffusiontempered stable subordinatortempered fractional derivativetransient anomalous sub-diffusion

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stable stochastic processes (60G52) Fractional partial differential equations (35R11)

Related Items (16)

Stochastic solution of fractional Fokker-Planck equations with space-time-dependent coefficients ⋮ Space-time fractional stochastic equations on regular bounded open domains ⋮ Mixtures of Tempered Stable Subordinators ⋮ Asymptotic properties of Brownian motion delayed by inverse subordinators ⋮ Inverse tempered stable subordinators and related processes with Mellin transform ⋮ Estimates on the tail probabilities of subordinators and applications to general time fractional equations ⋮ Tempered stable autoregressive models ⋮ Inverse tempered stable subordinators ⋮ Unified stochastic representation, well-posedness analysis, and regularity analysis for the equations modeling anomalous diffusions ⋮ Stable Lévy process delayed by tempered stable subordinator ⋮ Anomalous Diffusions in Option Prices: Connecting Trade Duration and the Volatility Term Structure ⋮ Applications of inverse tempered stable subordinators ⋮ Strong analytic solutions of fractional Cauchy problems ⋮ Stochastic representation of a fractional subdiffusion equation. The case of infinitely divisible waiting times, Lévy noise and space-time-dependent coefficients ⋮ On the infinite divisibility of distributions of some inverse subordinators ⋮ Tempered Mittag-Leffler Lévy processes

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