Evolution equations for Levy stable processes

Authors
Uchaikin, VV
Citation
Vv. Uchaikin, Evolution equations for Levy stable processes, INT J THEOR, 38(9), 1999, pp. 2377-2388
Citations number
8
Categorie Soggetti
Physics
Journal title
INTERNATIONAL JOURNAL OF THEORETICAL PHYSICS
ISSN journal
00207748 → ACNP
Volume
38
Issue
9
Year of publication
1999
Pages
2377 - 2388
Database
ISI
SICI code
0020-7748(199909)38:9<2377:EEFLSP>2.0.ZU;2-N
Abstract
Evolution equations of one-dimensional Levy stable processes are derived in terms of fractional integrodifferentiation operators, generalizing the Ein stein diffusion equation for the Wiener process, and applicable to the desc ription of anomalous diffusion.