Fractional diffusion: probability distributions and random walk models

Rudolf Gorenflo, Francesco Mainardi, Daniele Moretti, Gianni Pagnini and Paolo Paradisi

Physica A: Statistical Mechanics and its Applications, 2002, vol. 305, issue 1, 106-112

Abstract: 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.

Keywords: Random walks; Stable probability distributions; Anomalous diffusion (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (7)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:305:y:2002:i:1:p:106-112

DOI: 10.1016/S0378-4371(01)00647-1

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