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math.PR2015
Fractional diffusion equation with distributed-order material derivative. Stochastic foundations
Marcin Magdziarz, Marek Teuerle
In this paper we present stochastic foundations of fractional dynamics driven by fractional material derivative of distributed order-type. Before stating our main result we present…
math.PR2015
Stochastic representation of fractional subdiffusion equation. The case of infinitely divisible waiting times, Levy noise and space-time-dependent coefficients
Marcin Magdziarz, Tomasz Zorawik
In this paper we analyze fractional Fokker-Planck equation describing subdiffusion in the general infinitely divisible (ID) setting. We show that in the case of space-time-dependen…