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 |
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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 |