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Scalas, E, Gorenflo, R, Mainardi, F and Raberto, M (2002) Revisiting the derivation of the fractional diffusion equation. In: Family, Fereydoon, Daoud, Mohamed, Herrmann, Hans J and Stanley, H Eugene (eds.) Scaling and disordered systems: international workshop and collection of articles honoring Professor Antonio Coniglio on the occasion of his 60th birthday. World Scientific Publishing, London, pp. 281-289. ISBN 9789810248383
Full text not available from this repository.Abstract
The fractional diffusion equation is derived from the master equation of continuous-time random walks (CTRWs) via a straightforward application of the Gnedenko-Kolmogorov limit theorem. The Cauchy problem for the fractional diffusion equation is solved in various important and general cases. The meaning of the proper diffusion limit for CTRWs is discussed.
| Item Type: | Book Section |
|---|---|
| Schools and Departments: | School of Mathematical and Physical Sciences > Mathematics |
| Subjects: | Q Science > QA Mathematics > QA0273 Probabilities. Mathematical statistics |
| Related URLs: | |
| Depositing User: | Enrico Scalas |
| Date Deposited: | 01 Oct 2014 13:50 |
| Last Modified: | 04 Jun 2020 14:08 |
| URI: | http://sro.sussex.ac.uk/id/eprint/50295 |