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 …
We study a heterogeneous diffusion process (HDP) with position-dependent diffusion coefficient and Poissonian stochastic resetting. We find exact results for the mean squared …
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 …
Generalized (non-Markovian) diffusion equations with different memory kernels and subordination schemes based on random time change in the Brownian diffusion process are …
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 …
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 …
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 …
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 …
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 …