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 …

Analytic approaches of the anomalous diffusion: A review

MAF Dos Santos - Chaos, Solitons & Fractals, 2019 - Elsevier
This review article aims to stress and reunite some of the analytic formalism of the
anomalous diffusive processes that have succeeded in their description. Also, it has the …

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 …

Relation between generalized diffusion equations and subordination schemes

A Chechkin, IM Sokolov - Physical Review E, 2021 - APS
Generalized (non-Markovian) diffusion equations with different memory kernels and
subordination schemes based on random time change in the Brownian diffusion process are …

Subdiffusion equation with Caputo fractional derivative with respect to another function

T Kosztołowicz, A Dutkiewicz - Physical Review E, 2021 - APS
We show an application of a subdiffusion equation with Caputo fractional time derivative
with respect to another function g to describe subdiffusion in a medium having a structure …

Rate equations, spatial moments, and concentration profiles for mobile-immobile models with power-law and mixed waiting time distributions

TJ Doerries, AV Chechkin, R Schumer, R Metzler - Physical Review E, 2022 - APS
We present a framework for systems in which diffusion-advection transport of a tracer
substance in a mobile zone is interrupted by trapping in an immobile zone. Our model …

Identification of a space-dependent source term in a nonlocal problem for the general time-fractional diffusion equation

E Bazhlekova, I Bazhlekov - Journal of computational and applied …, 2021 - Elsevier
The diffusion equation with a general convolutional derivative in time is considered on a
bounded domain, as one of the boundary conditions is nonlocal. We are concerned with the …

Simple model of epidemic dynamics with memory effects

M Bestehorn, TM Michelitsch, BA Collet, AP Riascos… - Physical Review E, 2022 - APS
We introduce a compartment model with memory for the dynamics of epidemic spreading in
a constant population of individuals. Each individual is in one of the states S= susceptible, I …

Subordination and memory dependent kinetics in diffusion and relaxation phenomena

K Górska, A Horzela - Fractional Calculus and Applied Analysis, 2023 - Springer
The concept of subordination, originally introduced in the probability and stochastic
processes theories, has also appeared in analysis of evolution equations. So it is not …