Fractional diffusion Processes: Probability Distributions and Continuous Time Random Walk

2003/01/01 by Rudolf Gorenflo, Francesco Mainardi · 2 citations
Mathematics · #Anomalous diffusion #Brownian motion #Continuous-time random walk #Differential equation #Diffusion #Diffusion equation #Diffusion process #Fokker–Planck equation #Fractional Differential Equations Solutions #Fractional calculus #Innovation diffusion #Lévy flight #Mathematical analysis #Mathematics #Nonlinear Differential Equations Analysis #Order (exchange) #Physics #Probability density function #Quantum mechanics #Random walk #Skewness #Statistical Distribution Estimation and Applications #Statistical physics #Statistics #Time derivative

paper · doi:10.1007/3-540-44832-2_8

crossref issued 2003/01/01 · crossref published 2003/01/01 · crossref published-print 2003/01/01 · openalex publication_date 2003/01/01 · crossref published-online 2003/06/06 · crossref created 2007/06/29 · crossref deposited 2025/01/18 · openalex created_date 2025/10/10 · crossref indexed 2026/02/28 · openalex updated_date 2026/07/29

Citations

• From continuous time random walks to the fractional Fokker-Planck equation
• The random walk's guide to anomalous diffusion: a fractional dynamics approach
• Linear Models of Dissipation whose Q is almost Frequency Independent--II
• Tables of Integrals, Series, and Products
• Fractional Differential Equations
• Chance and Stability

Cited by

• Non-Markovian diffusion equations and processes: Analysis and simulations
• Fractional calculus [wikipedia]