Gerhold, Stefan Small ball probabilities and large deviations for grey Brownian motion. (English) Zbl 07790368 Electron. Commun. Probab. 28, Paper No. 47, 8 p. (2023). MSC: 60G22 60F10 PDFBibTeX XMLCite \textit{S. Gerhold}, Electron. Commun. Probab. 28, Paper No. 47, 8 p. (2023; Zbl 07790368) Full Text: DOI arXiv
Bock, Wolfgang; Grothaus, Martin; Orge, Karlo Stochastic analysis for vector-valued generalized grey Brownian motion. (English) Zbl 1511.60064 Theory Probab. Math. Stat. 108, 1-27 (2023). MSC: 60G22 60G20 46F25 46F12 33E12 60H10 PDFBibTeX XMLCite \textit{W. Bock} et al., Theory Probab. Math. Stat. 108, 1--27 (2023; Zbl 1511.60064) Full Text: DOI arXiv
Duc, Nguyen Van; Thang, Nguyen Van; Thành, Nguyen Trung The quasi-reversibility method for an inverse source problem for time-space fractional parabolic equations. (English) Zbl 1502.35203 J. Differ. Equations 344, 102-130 (2023). MSC: 35R30 35K20 35R11 65M32 PDFBibTeX XMLCite \textit{N. Van Duc} et al., J. Differ. Equations 344, 102--130 (2023; Zbl 1502.35203) Full Text: DOI
da Silva, José L.; Drumond, Custódia; Streit, Ludwig Form factors for stars generalized grey Brownian motion. (English) Zbl 07819625 Malyarenko, Anatoliy (ed.) et al., Stochastic processes, statistical methods, and engineering mathematics. SPAS 2019, Västerås, Sweden, September 30 – October 2, 2019. Cham: Springer. Springer Proc. Math. Stat. 408, 431-445 (2022). MSC: 60G22 60G15 33E12 PDFBibTeX XMLCite \textit{J. L. da Silva} et al., Springer Proc. Math. Stat. 408, 431--445 (2022; Zbl 07819625) Full Text: DOI
Boyadjiev, Lyubomir; Dubovski, Pavel B.; Slepoi, Jeffrey A. Existence for partial differential equations with fractional Cauchy-Euler operator. (English) Zbl 07798342 J. Math. Sci., New York 266, No. 2, Series A, 285-294 (2022). MSC: 35C10 35R11 PDFBibTeX XMLCite \textit{L. Boyadjiev} et al., J. Math. Sci., New York 266, No. 2, 285--294 (2022; Zbl 07798342) Full Text: DOI
Bender, Christian; Butko, Yana A. Stochastic solutions of generalized time-fractional evolution equations. (English) Zbl 1503.45005 Fract. Calc. Appl. Anal. 25, No. 2, 488-519 (2022). MSC: 45J05 45R05 60H20 26A33 33E12 60G22 60G65 33C65 PDFBibTeX XMLCite \textit{C. Bender} and \textit{Y. A. Butko}, Fract. Calc. Appl. Anal. 25, No. 2, 488--519 (2022; Zbl 1503.45005) Full Text: DOI arXiv
Płociniczak, Łukasz; Świtała, Mateusz Numerical scheme for Erdélyi-Kober fractional diffusion equation using Galerkin-Hermite method. (English) Zbl 1503.65182 Fract. Calc. Appl. Anal. 25, No. 4, 1651-1687 (2022). MSC: 65M06 65M60 65R20 65M15 35R11 26A33 PDFBibTeX XMLCite \textit{Ł. Płociniczak} and \textit{M. Świtała}, Fract. Calc. Appl. Anal. 25, No. 4, 1651--1687 (2022; Zbl 1503.65182) Full Text: DOI arXiv
Vitali, S.; Paradisi, P.; Pagnini, G. Anomalous diffusion originated by two Markovian hopping-trap mechanisms. (English) Zbl 1506.60111 J. Phys. A, Math. Theor. 55, No. 22, Article ID 224012, 26 p. (2022). MSC: 60K50 PDFBibTeX XMLCite \textit{S. Vitali} et al., J. Phys. A, Math. Theor. 55, No. 22, Article ID 224012, 26 p. (2022; Zbl 1506.60111) Full Text: DOI arXiv
Maraj, Katarzyna; Szarek, Dawid; Sikora, Grzegorz; Wyłomańska, Agnieszka Empirical anomaly measure for finite-variance processes. (English) Zbl 1519.60118 J. Phys. A, Math. Theor. 54, No. 2, Article ID 024001, 22 p. (2021). MSC: 60K50 62M07 PDFBibTeX XMLCite \textit{K. Maraj} et al., J. Phys. A, Math. Theor. 54, No. 2, Article ID 024001, 22 p. (2021; Zbl 1519.60118) Full Text: DOI
dos Santos, Maike A. F.; Junior, Luiz Menon Random diffusivity models for scaled Brownian motion. (English) Zbl 1498.82017 Chaos Solitons Fractals 144, Article ID 110634, 9 p. (2021). MSC: 82C31 60J65 60G22 PDFBibTeX XMLCite \textit{M. A. F. dos Santos} and \textit{L. M. Junior}, Chaos Solitons Fractals 144, Article ID 110634, 9 p. (2021; Zbl 1498.82017) Full Text: DOI
Gajda, Janusz; Beghin, Luisa Prabhakar Lévy processes. (English) Zbl 1495.60036 Stat. Probab. Lett. 178, Article ID 109162, 9 p. (2021). MSC: 60G51 26A33 33E12 60G52 PDFBibTeX XMLCite \textit{J. Gajda} and \textit{L. Beghin}, Stat. Probab. Lett. 178, Article ID 109162, 9 p. (2021; Zbl 1495.60036) Full Text: DOI
Bock, Wolfgang; Desmettre, Sascha; da Silva, José Luís Integral representation of generalized grey Brownian motion. (English) Zbl 1490.60086 Stochastics 92, No. 4, 552-565 (2020). MSC: 60G20 60G22 60H05 PDFBibTeX XMLCite \textit{W. Bock} et al., Stochastics 92, No. 4, 552--565 (2020; Zbl 1490.60086) Full Text: DOI arXiv
Ali, Muhammad; Aziz, Sara; Malik, Salman A. Inverse source problems for a space-time fractional differential equation. (English) Zbl 1466.35365 Inverse Probl. Sci. Eng. 28, No. 1, 47-68 (2020). MSC: 35R30 35R11 65N21 80A23 PDFBibTeX XMLCite \textit{M. Ali} et al., Inverse Probl. Sci. Eng. 28, No. 1, 47--68 (2020; Zbl 1466.35365) Full Text: DOI
Sliusarenko, Oleksii Yu; Vitali, Silvia; Sposini, Vittoria; Paradisi, Paolo; Chechkin, Aleksei; Castellani, Gastone; Pagnini, Gianni Finite-energy Lévy-type motion through heterogeneous ensemble of Brownian particles. (English) Zbl 1505.81061 J. Phys. A, Math. Theor. 52, No. 9, Article ID 095601, 27 p. (2019). MSC: 81S25 PDFBibTeX XMLCite \textit{O. Y. Sliusarenko} et al., J. Phys. A, Math. Theor. 52, No. 9, Article ID 095601, 27 p. (2019; Zbl 1505.81061) Full Text: DOI arXiv
Metzler, Ralf Brownian motion and beyond: first-passage, power spectrum, non-Gaussianity, and anomalous diffusion. (English) Zbl 1457.82343 J. Stat. Mech. Theory Exp. 2019, No. 11, Article ID 114003, 18 p. (2019). MSC: 82C40 60J60 PDFBibTeX XMLCite \textit{R. Metzler}, J. Stat. Mech. Theory Exp. 2019, No. 11, Article ID 114003, 18 p. (2019; Zbl 1457.82343) Full Text: DOI arXiv
Sposini, Vittoria; Chechkin, Aleksei; Metzler, Ralf First passage statistics for diffusing diffusivity. (English) Zbl 1422.82019 J. Phys. A, Math. Theor. 52, No. 4, Article ID 04LT01, 11 p. (2019). MSC: 82C24 60J60 60J70 PDFBibTeX XMLCite \textit{V. Sposini} et al., J. Phys. A, Math. Theor. 52, No. 4, Article ID 04LT01, 11 p. (2019; Zbl 1422.82019) Full Text: DOI arXiv
D’Ovidio, Mirko; Vitali, Silvia; Sposini, Vittoria; Sliusarenko, Oleksii; Paradisi, Paolo; Castellani, Gastone; Pagnini, Gianni Centre-of-mass like superposition of Ornstein-Uhlenbeck processes: A pathway to non-autonomous stochastic differential equations and to fractional diffusion. (English) Zbl 1436.60041 Fract. Calc. Appl. Anal. 21, No. 5, 1420-1435 (2018). MSC: 60G22 65C30 91B70 60J60 34A08 60J70 PDFBibTeX XMLCite \textit{M. D'Ovidio} et al., Fract. Calc. Appl. Anal. 21, No. 5, 1420--1435 (2018; Zbl 1436.60041) Full Text: DOI arXiv
Sandev, Trifce; Deng, Weihua; Xu, Pengbo Models for characterizing the transition among anomalous diffusions with different diffusion exponents. (English) Zbl 1475.60151 J. Phys. A, Math. Theor. 51, No. 40, Article ID 405002, 22 p. (2018). MSC: 60J60 60G22 60G50 82C41 PDFBibTeX XMLCite \textit{T. Sandev} et al., J. Phys. A, Math. Theor. 51, No. 40, Article ID 405002, 22 p. (2018; Zbl 1475.60151) Full Text: DOI arXiv
da Silva, José Luís; Erraoui, Mohamed Singularity of generalized grey Brownian motions with different parameters. (English) Zbl 1401.60069 Stochastic Anal. Appl. 36, No. 4, 726-732 (2018). MSC: 60G30 60G22 60G17 PDFBibTeX XMLCite \textit{J. L. da Silva} and \textit{M. Erraoui}, Stochastic Anal. Appl. 36, No. 4, 726--732 (2018; Zbl 1401.60069) Full Text: DOI arXiv
Da Silva, José Luís; Erraoui, Mohamed Existence and upper bound for the density of solutions of stochastic differential equations driven by generalized grey noise. (English) Zbl 1394.60059 Stochastics 89, No. 6-7, 1116-1126 (2017). MSC: 60H10 60H07 60G22 PDFBibTeX XMLCite \textit{J. L. Da Silva} and \textit{M. Erraoui}, Stochastics 89, No. 6--7, 1116--1126 (2017; Zbl 1394.60059) Full Text: DOI
Vitali, Silvia; Castellani, Gastone; Mainardi, Francesco Time fractional cable equation and applications in neurophysiology. (English) Zbl 1374.92025 Chaos Solitons Fractals 102, 467-472 (2017). MSC: 92C20 92C30 35Q92 35R11 PDFBibTeX XMLCite \textit{S. Vitali} et al., Chaos Solitons Fractals 102, 467--472 (2017; Zbl 1374.92025) Full Text: DOI arXiv
Luchko, Yu. A new fractional calculus model for the two-dimensional anomalous diffusion and its analysis. (English) Zbl 1393.35280 Math. Model. Nat. Phenom. 11, No. 3, 1-17 (2016). MSC: 35R11 35C05 35E05 35L05 PDFBibTeX XMLCite \textit{Yu. Luchko}, Math. Model. Nat. Phenom. 11, No. 3, 1--17 (2016; Zbl 1393.35280) Full Text: DOI Link
Pagnini, Gianni; Paradisi, Paolo A stochastic solution with Gaussian stationary increments of the symmetric space-time fractional diffusion equation. (English) Zbl 1341.60073 Fract. Calc. Appl. Anal. 19, No. 2, 408-440 (2016). MSC: 60H30 35R11 60G15 60G22 60J60 60G10 60G18 60G20 26A33 82C31 PDFBibTeX XMLCite \textit{G. Pagnini} and \textit{P. Paradisi}, Fract. Calc. Appl. Anal. 19, No. 2, 408--440 (2016; Zbl 1341.60073) Full Text: DOI arXiv
Grothaus, M.; Jahnert, F. Mittag-Leffler analysis. II: Application to the fractional heat equation. (English) Zbl 1360.46034 J. Funct. Anal. 270, No. 7, 2732-2768 (2016). MSC: 46F25 60G22 26A33 33E12 PDFBibTeX XMLCite \textit{M. Grothaus} and \textit{F. Jahnert}, J. Funct. Anal. 270, No. 7, 2732--2768 (2016; Zbl 1360.46034) Full Text: DOI arXiv
Garra, Roberto; Orsingher, Enzo; Polito, Federico Fractional diffusions with time-varying coefficients. (English) Zbl 1337.60064 J. Math. Phys. 56, No. 9, 093301, 17 p. (2015). Reviewer: Peter Parczewski (Mannheim) MSC: 60G22 60J60 35R11 26A33 PDFBibTeX XMLCite \textit{R. Garra} et al., J. Math. Phys. 56, No. 9, 093301, 17 p. (2015; Zbl 1337.60064) Full Text: DOI arXiv
da Silva, José Luís; Erraoui, Mohamed Generalized grey Brownian motion local time: existence and weak approximation. (English) Zbl 1321.60160 Stochastics 87, No. 2, 347-361 (2015). MSC: 60J60 60J55 60G22 60J65 60F15 60F05 PDFBibTeX XMLCite \textit{J. L. da Silva} and \textit{M. Erraoui}, Stochastics 87, No. 2, 347--361 (2015; Zbl 1321.60160) Full Text: DOI arXiv
Pagnini, Gianni Short note on the emergence of fractional kinetics. (English) Zbl 1395.82216 Physica A 409, 29-34 (2014). MSC: 82C41 35R11 PDFBibTeX XMLCite \textit{G. Pagnini}, Physica A 409, 29--34 (2014; Zbl 1395.82216) Full Text: DOI arXiv Link
Pagnini, Gianni; Mura, Antonio; Mainardi, Francesco Two-particle anomalous diffusion: probability density functions and self-similar stochastic processes. (English) Zbl 1339.60116 Philos. Trans. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 371, No. 1990, Article ID 20120154, 11 p. (2013). MSC: 60J60 60G18 60G22 60G51 60G52 PDFBibTeX XMLCite \textit{G. Pagnini} et al., Philos. Trans. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 371, No. 1990, Article ID 20120154, 11 p. (2013; Zbl 1339.60116) Full Text: DOI
Pagnini, Gianni The M-Wright function as a generalization of the Gaussian density for fractional diffusion processes. (English) Zbl 1312.33061 Fract. Calc. Appl. Anal. 16, No. 2, 436-453 (2013). MSC: 33E20 26A33 44A35 60G18 60G22 33E30 PDFBibTeX XMLCite \textit{G. Pagnini}, Fract. Calc. Appl. Anal. 16, No. 2, 436--453 (2013; Zbl 1312.33061) Full Text: DOI
Cahoy, Dexter O. Moment estimators for the two-parameter \(M\)-Wright distribution. (English) Zbl 1304.65019 Comput. Stat. 27, No. 3, 487-497 (2012). MSC: 62-08 PDFBibTeX XMLCite \textit{D. O. Cahoy}, Comput. Stat. 27, No. 3, 487--497 (2012; Zbl 1304.65019) Full Text: DOI
Pagnini, Gianni Erdélyi-Kober fractional diffusion. (English) Zbl 1276.26021 Fract. Calc. Appl. Anal. 15, No. 1, 117-127 (2012). MSC: 26A33 45D05 60G22 33E30 PDFBibTeX XMLCite \textit{G. Pagnini}, Fract. Calc. Appl. Anal. 15, No. 1, 117--127 (2012; Zbl 1276.26021) Full Text: DOI arXiv
Pagnini, Gianni; Mura, Antonio; Mainardi, Francesco Generalized fractional master equation for self-similar stochastic processes modelling anomalous diffusion. (English) Zbl 1260.60163 Int. J. Stoch. Anal. 2012, Article ID 427383, 14 p. (2012). MSC: 60J60 60G18 60G22 PDFBibTeX XMLCite \textit{G. Pagnini} et al., Int. J. Stoch. Anal. 2012, Article ID 427383, 14 p. (2012; Zbl 1260.60163) Full Text: DOI
Cahoy, Dexter O. Estimation and simulation for the \(M\)-Wright function. (English) Zbl 1319.62073 Commun. Stat., Theory Methods 41, No. 7-9, 1466-1477 (2012). MSC: 62G05 65C10 62G20 PDFBibTeX XMLCite \textit{D. O. Cahoy}, Commun. Stat., Theory Methods 41, No. 7--9, 1466--1477 (2012; Zbl 1319.62073) Full Text: DOI
Dybiec, Bartłomiej; Gudowska-Nowak, Ewa Subordinated diffusion and continuous time random walk asymptotics. (English) Zbl 1311.82037 Chaos 20, No. 4, 043129, 9 p. (2010). MSC: 82C31 60J60 60G50 PDFBibTeX XMLCite \textit{B. Dybiec} and \textit{E. Gudowska-Nowak}, Chaos 20, No. 4, 043129, 9 p. (2010; Zbl 1311.82037) Full Text: DOI arXiv
Mainardi, Francesco; Mura, Antonio; Pagnini, Gianni The \(M\)-Wright function in time-fractional diffusion processes: a tutorial survey. (English) Zbl 1222.60060 Int. J. Differ. Equ. 2010, Article ID 104505, 29 p. (2010). MSC: 60J60 26A33 60G17 35R11 PDFBibTeX XMLCite \textit{F. Mainardi} et al., Int. J. Differ. Equ. 2010, Article ID 104505, 29 p. (2010; Zbl 1222.60060) Full Text: DOI arXiv EuDML
Camargo, R. Figueiredo; Charnet, R.; de Oliveira, E. Capelas On some fractional Green’s functions. (English) Zbl 1215.35015 J. Math. Phys. 50, No. 4, 043514, 12 p. (2009). MSC: 35A08 35J08 44A15 PDFBibTeX XMLCite \textit{R. F. Camargo} et al., J. Math. Phys. 50, No. 4, 043514, 12 p. (2009; Zbl 1215.35015) Full Text: DOI
Mura, Antonio; Mainardi, Francesco A class of self-similar stochastic processes with stationary increments to model anomalous diffusion in physics. (English) Zbl 1173.26005 Integral Transforms Spec. Funct. 20, No. 3-4, 185-198 (2009). Reviewer: P. K. Banerji (Jodhpur) MSC: 26A33 33E12 33C60 44A10 60G18 PDFBibTeX XMLCite \textit{A. Mura} and \textit{F. Mainardi}, Integral Transforms Spec. Funct. 20, No. 3--4, 185--198 (2009; Zbl 1173.26005) Full Text: DOI arXiv