Models of anomalous diffusion: the subdiffusive case

By A. Piryatinska, A. Saichev, Wojbor A. Woyczynski. 2005

180 citations recorded by the source corpus.

How researchers see this paper

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Continuous-time random walk and parametric subordination in fractional diffusion (2007, unknown): “The reader interested to these processes is referred to several educational/review papers and books, including [35,36,42,49,55,59,61,63,64].”
Asymptotic properties of Brownian motion delayed by inverse subordinators (2013, background): “Then, (5) becomes the fractional diffusion equation [2, 35, 36, 43, 50].”
Black-Scholes Formula in Subdiffusive Regime (2009, unknown): “Since the Laplace transform of Sα(1) satisfies E(exp{−uSα(1)}) = Eα(−u), where Eα(·) is the Mittag-Leffler function [23], one can verify [6, 21] that gα(z)=H 1 0 1 1 (z|(1−α,α) (0,1) ).”
The application of continuous-time random walks in finance and economics (2006, background): “[41] and is well known among physicists working on anomalous diffusion.”
Fractional vector calculus for fractional advection–dispersion (2006, background): “Fractional derivatives have recently been applied to many problems in physics [5–18], finance [15,19–22], and hydrology [23–28].”