We analyze an anisotropic fractional diffusion equation that extends some known diffusion equations by considering a diffusion coefficient with spatial and time dependence, the presence of external forces and time fractional derivatives. We obtain new exact classes of solutions for a linear...

We consider nonextensive systems that are related to the nonextensive entropy proposed by Tsallis and can be described by means of the nonlinear porous medium equation and the nonlinear Fokker–Planck equation proposed by Plastino and Plastino. We show how to determine the degree of...

We analyse a N-dimensional anisotropic nonlinear Fokker–Planck equation by considering stationary and time-dependent solutions. The stationary solutions are obtained for very general situations, including those when the diffusion coefficients are spatial dependents. Time-dependent solutions...

We investigate the solutions of a generalized diffusion equation which extends some known equations such as the fractional diffusion equation and the porous medium equation. We start our study by considering the linear case and the nonlinear case afterward. The linear case is analyzed taking...

This paper proposes a Gaussian estimator for nonlinear continuous time models of the short-term interest rate. The approach is based on a stopping time argument that produces a normalizing transformation facilitating the use of a Gaussian likelihood. A Monte Carlo study shows that the...