A practical guide to Prabhakar fractional calculus

A Giusti, I Colombaro, R Garra, R Garrappa… - … Calculus and Applied …, 2020 - degruyter.com
Abstract The Mittag–Leffler function is universally acclaimed as the Queen function of
fractional calculus. The aim of this work is to survey the key results and applications …

Why the Mittag-Leffler function can be considered the queen function of the fractional calculus?

F Mainardi - Entropy, 2020 - mdpi.com
In this survey we stress the importance of the higher transcendental Mittag-Leffler function in
the framework of the Fractional Calculus. We first start with the analytical properties of the …

Brownian yet non-Gaussian diffusion: from superstatistics to subordination of diffusing diffusivities

AV Chechkin, F Seno, R Metzler, IM Sokolov - Physical Review X, 2017 - APS
A growing number of biological, soft, and active matter systems are observed to exhibit
normal diffusive dynamics with a linear growth of the mean-squared displacement, yet with a …

Heterogeneous anomalous transport in cellular and molecular biology

TA Waigh, N Korabel - Reports on Progress in Physics, 2023 - iopscience.iop.org
It is well established that a wide variety of phenomena in cellular and molecular biology
involve anomalous transport eg the statistics for the motility of cells and molecules are …

Anomalous diffusion, aging, and nonergodicity of scaled Brownian motion with fractional Gaussian noise: Overview of related experimental observations and models

W Wang, R Metzler, AG Cherstvy - Physical Chemistry Chemical …, 2022 - pubs.rsc.org
How does a systematic time-dependence of the diffusion coefficient D (t) affect the ergodic
and statistical characteristics of fractional Brownian motion (FBM)? Here, we answer this …

Applications of distributed-order fractional operators: A review

W Ding, S Patnaik, S Sidhardh, F Semperlotti - Entropy, 2021 - mdpi.com
Distributed-order fractional calculus (DOFC) is a rapidly emerging branch of the broader
area of fractional calculus that has important and far-reaching applications for the modeling …

Heterogeneous diffusion with stochastic resetting

T Sandev, V Domazetoski, L Kocarev… - Journal of Physics A …, 2022 - iopscience.iop.org
We study a heterogeneous diffusion process (HDP) with position-dependent diffusion
coefficient and Poissonian stochastic resetting. We find exact results for the mean squared …

Generalised geometric Brownian motion: Theory and applications to option pricing

V Stojkoski, T Sandev, L Basnarkov, L Kocarev… - Entropy, 2020 - mdpi.com
Classical option pricing schemes assume that the value of a financial asset follows a
geometric Brownian motion (GBM). However, a growing body of studies suggest that a …

Crossover from anomalous to normal diffusion: truncated power-law noise correlations and applications to dynamics in lipid bilayers

D Molina-Garcia, T Sandev, H Safdari… - New Journal of …, 2018 - iopscience.iop.org
The emerging diffusive dynamics in many complex systems show a characteristic crossover
behaviour from anomalous to normal diffusion which is otherwise fitted by two independent …

A Legendre collocation method for distributed-order fractional optimal control problems

MA Zaky - Nonlinear Dynamics, 2018 - Springer
In many dynamic processes, the fractional differential operators not only appear as discrete
fractional, but they also possess a continuous nature in a sense that their order is distributed …