Fractional diffusion: probability distributions and random walk models

We present a variety of models of random walk, discrete in space and time, suitable for simulating random variables whose probability density obeys a space–time fractional diffusion equation.

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Year of publication:	2002
Authors:	Gorenflo, Rudolf ; Mainardi, Francesco ; Moretti, Daniele ; Pagnini, Gianni ; Paradisi, Paolo
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 305.2002, 1, p. 106-112
Publisher:	Elsevier
Subject:	Random walks \| Stable probability distributions \| Anomalous diffusion

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010872139