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Anomalous diffusion 1 Fox functions 1 Mellin convolution 1 Stable subordinator 1 Sturm–Liouville problem 1
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D’Ovidio, Mirko 1
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Stochastic Processes and their Applications 1
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From Sturm–Liouville problems to fractional and anomalous diffusions
D’Ovidio, Mirko - In: Stochastic Processes and their Applications 122 (2012) 10, pp. 3513-3544
Some fractional and anomalous diffusions are driven by equations involving fractional derivatives in both time and space. Such diffusions are processes with randomly varying times. In representing the solutions to those equations, the explicit laws of certain stable processes turn out to be...
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