activity
20072010
most citedCharacterizations and simulations of a class of stochastic processes to model anomalous diffusion

86 citations · 189 across the 7 of their papers we have counts for

collaborators

7 papers

cond-mat.stat-mech2010★ 12 cited

Brownian motion and anomalous diffusion revisited via a fractional Langevin equation

Francesco Mainardi, Antonio Mura, Francesco Tampieri

In this paper we revisit the Brownian motion on the basis of {the fractional Langevin equation which turns out to be a particular case of the generalized Langevin equation introduc…

math-ph2010★ 7 cited

The M-Wright function in time-fractional diffusion processes: a tutorial survey

Francesco Mainardi, Antonio Mura, Gianni Pagnini

In the present review we survey the properties of a transcendental function of the Wright type, nowadays known as M-Wright function, entering as a probability density in a relevant…

math-ph2008★ 86 cited

Characterizations and simulations of a class of stochastic processes to model anomalous diffusion

Antonio Mura, Gianni Pagnini

In this paper we study a parametric class of stochastic processes to model both fast and slow anomalous diffusion. This class, called generalized grey Brownian motion (ggBm), is ma…

math-ph2007★ 81 cited

Non-Markovian diffusion equations and processes: analysis and simulations

Antonio Mura, Murad S. Taqqu, Francesco Mainardi

In this paper we introduce and analyze a class of diffusion type equations related to certain non-Markovian stochastic processes. We start from the forward drift equation which is…

math.PR2007

A class of self-similar stochastic processes with stationary increments to model anomalous diffusion in physics

Antonio Mura, Francesco Mainardi

In this paper we present a general mathematical construction that allows us to define a parametric class of -sssi stochastic processes (self-similar with stationary increments),…

cond-mat.stat-mech2007★ 2 cited

Time-fractional diffusion of distributed order

Francesco Mainardi, Antonio Mura, Gianni Pagnini +1

The partial differential equation of Gaussian diffusion is generalized by using the time-fractional derivative of distributed order between 0 and 1, in both the Riemann-Liouville (…