Some recent advances in theory and simulation of fractional diffusion processes

Rudolf Gorenflo; Francesco Mainardi

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arXiv · 0801.0146

Some recent advances in theory and simulation of fractional diffusion processes

Rudolf Gorenflo·Francesco Mainardi

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Abstract

To offer a view into the rapidly developing theory of fractional diffusion processes we describe in some detail three topics of present interest: (i) the well-scaled passage to the limit from continuous time random walk under power law assumptions to space-time fractional diffusion, (ii) the asymptotic universality of the Mittag-Leffler waiting time law in time-fractional processes, (iii) our method of parametric subordination for generating particle trajectories.

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Rudolf Gorenflo, Francesco Mainardi. 2008-05-03. Some recent advances in theory and simulation of fractional diffusion processes. https://arxiv.org/abs/0801.0146

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