Stochastic model for ultraslow diffusion
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- Sokolov, I.M & Chechkin, A.V & Klafter, J, 2004. "Fractional diffusion equation for a power-law-truncated Lévy process," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 336(3), pages 245-251.
- Baeumer, B. & Benson, D.A. & Meerschaert, M.M., 2005. "Advection and dispersion in time and space," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 350(2), pages 245-262.
- Meerschaert, Mark M. & Scheffler, Hans-Peter, 2005. "Limit theorems for continuous time random walks with slowly varying waiting times," Statistics & Probability Letters, Elsevier, vol. 71(1), pages 15-22, January.
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- Veillette, Mark & Taqqu, Murad S., 2010. "Using differential equations to obtain joint moments of first-passage times of increasing Lévy processes," Statistics & Probability Letters, Elsevier, vol. 80(7-8), pages 697-705, April.
- Choe, Geon Ho & Lee, Dong Min, 2016. "Numerical computation of hitting time distributions of increasing Lévy processes," Statistics & Probability Letters, Elsevier, vol. 119(C), pages 289-294.
- Ascione, Giacomo & Vidotto, Anna, 2025. "Time changed spherical Brownian motions with longitudinal drifts," Stochastic Processes and their Applications, Elsevier, vol. 181(C).
- Meerschaert, Mark M. & Nane, Erkan & Xiao, Yimin, 2013. "Fractal dimension results for continuous time random walks," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 1083-1093.
- Lele Yuan & Kewei Liang & Huidi Wang, 2023. "Solving Inverse Problem of Distributed-Order Time-Fractional Diffusion Equations Using Boundary Observations and L 2 Regularization," Mathematics, MDPI, vol. 11(14), pages 1-20, July.
- Beghin, Luisa, 2018. "Fractional diffusion-type equations with exponential and logarithmic differential operators," Stochastic Processes and their Applications, Elsevier, vol. 128(7), pages 2427-2447.
- Meerschaert, Mark M. & Scheffler, Hans-Peter, 2008. "Triangular array limits for continuous time random walks," Stochastic Processes and their Applications, Elsevier, vol. 118(9), pages 1606-1633, September.
- Chen, Zhen-Qing, 2017. "Time fractional equations and probabilistic representation," Chaos, Solitons & Fractals, Elsevier, vol. 102(C), pages 168-174.
- Sandev, Trifce & Sokolov, Igor M. & Metzler, Ralf & Chechkin, Aleksei, 2017. "Beyond monofractional kinetics," Chaos, Solitons & Fractals, Elsevier, vol. 102(C), pages 210-217.
- Magdziarz, Marcin, 2009. "Stochastic representation of subdiffusion processes with time-dependent drift," Stochastic Processes and their Applications, Elsevier, vol. 119(10), pages 3238-3252, October.
- Yu, Qiang & Turner, Ian & Liu, Fawang & Vegh, Viktor, 2022. "The application of the distributed-order time fractional Bloch model to magnetic resonance imaging," Applied Mathematics and Computation, Elsevier, vol. 427(C).
- Yavar Kian, 2023. "Equivalence of definitions of solutions for some class of fractional diffusion equations," Mathematische Nachrichten, Wiley Blackwell, vol. 296(12), pages 5617-5645, December.
- Du, Qiang & Toniazzi, Lorenzo & Zhou, Zhi, 2020. "Stochastic representation of solution to nonlocal-in-time diffusion," Stochastic Processes and their Applications, Elsevier, vol. 130(4), pages 2058-2085.
- Mark Veillette & Murad S. Taqqu, 2010. "Numerical Computation of First-Passage Times of Increasing Lévy Processes," Methodology and Computing in Applied Probability, Springer, vol. 12(4), pages 695-729, December.
- Meerschaert, Mark M. & Toaldo, Bruno, 2019. "Relaxation patterns and semi-Markov dynamics," Stochastic Processes and their Applications, Elsevier, vol. 129(8), pages 2850-2879.
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Keywords
Continuous time random walk Slowly varying tails Anomalous diffusion Stable subordinator;Statistics
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