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math.PR2012
Parametric subordination in fractional diffusion processes
Rudolf Gorenflo, Francesco Mainardi
We consider simulation of spatially one-dimensional space-time fractional diffusion. Whereas in an earlier paper of ours we have developed the basic theory of what we call parametr…
math.PR2012
Random walk models approximating symmetric space-fractional diffusion processes
Rudolf Gorenflo, Francesco Mainardi
For the symmetric case of space-fractional diffusion processes (whose basic analytic theory has been developed in 1952 by Feller via inversion of Riesz potential operators) we pres…