Multidimensional fractional advection-dispersion equations and related stochastic processes

DOI10.1214/EJP.v19-2854zbMath1339.60086MaRDI QIDQ743486

Roberto Garra, Mirko D'Ovidio

Publication date: 24 September 2014

Published in: Electronic Journal of Probability (Search for Journal in Brave)

zbMATH Keywords

Lévy processesdirectional derivativesFrobenius-Perron operatorsfractional advection-dispersion equationsfractional vector calculusLévy-Khinchine formula

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) Fractional derivatives and integrals (26A33) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Transition functions, generators and resolvents (60J35) Fractional partial differential equations (35R11)

Related Items

Fractional diffusion-type equations with exponential and logarithmic differential operators, Closed-form multi-dimensional solutions and asymptotic behaviors for subdiffusive processes with crossovers. I: Retarding case, Structure-preserving discretization of fractional vector calculus using discrete exterior calculus, Random time-change with inverses of multivariate subordinators: governing equations and fractional dynamics, GLOBAL EXISTENCE OF WEAK SOLUTIONS FOR STRONGLY DAMPED WAVE EQUATIONS WITH NONLINEAR BOUNDARY CONDITIONS AND BALANCED POTENTIALS, Fractional vector analysis based on invariance requirements (critique of coordinate approaches), Fractional calculus: quo vadimus? (where are we going?), Generalized vector calculus on convex domain, Stability and stabilization of short memory fractional differential equations with delayed impulses