Related papers: A fractional diffusion equation for two-point prob…
We consider a broad class of Continuous Time Random Walks with large fluctuations effects in space and time distributions: a random walk with trapping, describing subdiffusion in disordered and glassy materials, and a L\'evy walk process,…
Simple random walks are a basic staple of the foundation of probability theory and form the building block of many useful and complex stochastic processes. In this paper we study a natural generalization of the random walk to a process in…
Anomalous transport is usually described either by models of continuous time random walks (CTRW) or, otherwise by fractional Fokker-Planck equations (FFPE). The asymptotic relation between properly scaled CTRW and fractional diffusion…
A formalism is presented to obtain closed evolution equations for asymptotic probability distribution functions of turbulence magnitudes. The formalism is derived for a generic evolution equation, so that the final result can be easily…
This paper is devoted to the analysis of the finite-dimensional distributions and asymptotic behavior of extremal Markov processes connected to the Kendall convolution. In particular, based on its stochastic representation, we provide…
We introduce a generalization of Obukhov's model [A.M. Obukhov, Adv. Geophys. 6, 113 (1959)] for the description of the joint position-velocity statistics of a single fluid particle in fully developed turbulence. In the presented model the…
The continuous time random walk model plays an important role in modeling of so called anomalous diffusion behaviour. One of the specific property of such model are constant time periods visible in trajectory. In the continuous time random…
We analyze here different types of fractional differential equations, under the assumption that their fractional order $\nu \in (0,1] $ is random\ with probability density $n(\nu).$ We start by considering the fractional extension of the…
The transport equation of active motion is generalised to consider time-fractional dynamics for describing the anomalous diffusion of self-propelled particles observed in many different systems. In the present study, we consider an…
A general piecewise (including pointwise) probability distribution with space-saving notation and its hierarchical particular cases are considered. The explicit closed-form normalization, expectation, and variance formulas along with the…
We consider the inverse problem of determining different type of information about a diffusion process, described by ordinary or fractional diffusion equations stated on a bounded domain, like the density of the medium or the velocity field…
Motivated by entropic optimal transport, time reversal of diffusion processes is revisited. An integration by parts formula is derived for the carr\'e du champ of a Markov process in an abstract space. It leads to a time reversal formula…
We analyze generalized space-time fractional motions on undirected networks and lattices. The continuous-time random walk (CTRW) approach of Montroll and Weiss is employed to subordinate a space fractional walk to a generalization of the…
We model two time and space scales discrete observations by using a unique continuous diffusion process with time dependent coefficient. We define new parameters for the large scale model as functions of the small scale distribution…
We first established the dynamic equations to describe the noisy circling motion of a single particle and the corresponding probability conservation equation in both two dimensions and three dimensions, and then developed the evolution…
Continuous time random walks (CTRWs) are versatile models for anomalous diffusion processes that have found widespread application in the quantitative sciences. Their scaling limits are typically non-Markovian, and the computation of their…
The L\'evy, jumping process, defined in terms of the jumping size distribution and the waiting time distribution, is considered. The jumping rate depends on the process value. The fractional diffusion equation, which contains the variable…
We consider the general problem of the first passage distribution of particles whose displacements are subject to time delays. We show that this problem gives rise to a \emph{propagation-dispersion equation} which is obtained as the…
We study a symmetric random walk (RW) in one spatial dimension in environment, formed by several zones of finite width, where the probability of transition between two neighboring points and corresponding diffusion coefficient are…
Diffusion in nonhomogeneous media is described by a dynamical process driven by a general Levy noise and subordinated to a random time; the subordinator depends on the position. This problem is approximated by a multiplicative process…