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most citedThe fundamental solution of the space-time fractional diffusion equation

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math-ph2018

Centre-of-mass like superposition of Ornstein-Uhlenbeck processes: a pathway to non-autonomous stochastic differential equations and to fractional diffusion

Mirko D'Ovidio, Silvia Vitali, Vittoria Sposini +4

We consider an ensemble of Ornstein-Uhlenbeck processes featuring a population of relaxation times and a population of noise amplitudes that characterize the heterogeneity of the e…