Random walk is a fundamental concept with applications ranging from quantum physics to
econometrics. Remarkably, one specific model of random walks appears to be ubiquitous …

Fractional kinetic equations of the diffusion, diffusion–advection, and Fokker–Planck type
are presented as a useful approach for the description of transport dynamics in complex …

Mittag-Leffler Functions, Related Topics and Applications Page 1 Springer Monographs in
Mathematics Rudolf Gorenflo Anatoly A. Kilbas Francesco Mainardi Sergei Rogosin Mittag-Leffler …

This monograph provides the most recent and up-to-date developments on fractional
differential and fractional integro-differential equations involving many different potentially …

Fractional dynamics has experienced a firm upswing during the past few years, having been
forged into a mature framework in the theory of stochastic processes. A large number of …

This volume is the third edition of the first-ever elementary book on the Langevin equation
method for the solution of problems involving the translational and rotational Brownian …

The generalized diffusion equations with fractional order derivatives have shown be quite
efficient to describe the diffusion in complex systems, with the advantage of producing exact …

A numerical method for solving the fractional diffusion equation, which could also be easily
extended to other fractional partial differential equations, is considered. In this paper we …

Книга содержит изложение метода дробных производных и состоит из трех частей,
раскрывающих физические основания метода, математический аппарат и примеры …

We investigate fractional Brownian motion with a microscopic random-matrix model and
introduce a fractional Langevin equation. We use the latter to study both subdiffusion and …