Discrete and continuous random walk models for space-time fractional diffusion

DOI10.1007/s10958-006-0006-0zbMath1411.60052OpenAlexW3010172804MaRDI QIDQ5919166

Rudolf Gorenflo, Alessandro Vivoli, Francesco Mainardi

Publication date: 17 February 2015

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-006-0006-0

zbMATH Keywords

space-time fractional diffusion

Mathematics Subject Classification ID

Gaussian processes (60G15) Sums of independent random variables; random walks (60G50) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (4)

A discrete time random walk model for anomalous diffusion ⋮ How to identify absorption in a subdiffusive medium ⋮ Variational problems with fractional derivatives: invariance conditions and Nöther's theorem ⋮ Generalized Continuous Time Random Walks, Master Equations, and Fractional Fokker--Planck Equations

Cites Work

• From power laws to fractional diffusion: the direct way
• Fully discrete random walks for space-time fractional diffusion equations
• Approximation of Lévy-Feller diffusion by random walk
• On fractional diffusion and continuous time random walks
• Time fractional diffusion: A discrete random walk approach
• Asymptotic distributions of continuous-time random walks: A probabilistic approach
• Random Walks on Lattices. II
• EXACT SOLUTIONS FOR A CLASS OF FRACTAL TIME RANDOM WALKS
• The fundamental solution of the space-time fractional diffusion equation
• Random walk models approximating symmetric space-fractional diffusion processes
• Fractional kinetic equations: solutions and applications
• Chance and Stability
• Fractional Calculus: Integral and Differential Equations of Fractional Order
• Expected Number of Distinct Sites Visited by a Random Walk with an Infinite Variance
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