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Some fractional and anomalous diffusions are driven by equations involving fractional derivatives in both time and space. Such diffusions are processes with randomly varying times. In representing the solutions to those equations, the explicit laws of certain stable processes turn out to be...
Persistent link: https://www.econbiz.de/10010603466
We study the long time behavior of a Brownian particle moving in an anomalously diffusing field, the evolution of which depends on the particle position. We prove that the process describing the asymptotic behavior of the Brownian particle has bounded (in time) variance when the particle...
Persistent link: https://www.econbiz.de/10011064981