The tempered space-fractional Cattaneo equation

Tempered fractional Feynman-Kac equation: Theory and examples.

Functionals of Brownian and non-Brownian motions have diverse applications and attracted a lot of interest among scientists. This paper focuses on deriving the forward and backward fractional Feynman-Kac equations describing the distribution of the functionals of the space and time-tempered anomalous diffusion, belonging to the continuous time random walk class. Several examples of the function...

Cattaneo-type subdiffusion-reaction equation.

Subdiffusion in a system in which mobile particles A can chemically react with static particles B according to the rule A+B→B is considered within a persistent random-walk model. This model, which assumes a correlation between successive steps of particles, provides hyperbolic Cattaneo normal diffusion or fractional subdiffusion equations. Starting with the difference equation, which describes ...

Tempered Fractional Stable Motion

Tempered fractional stable motion adds an exponential tempering to the power-law kernel in a linear fractional stable motion, or a shift to the power-law filter in a harmonizable fractional stable motion. Increments from a stationary time series that can exhibit semi-long-range dependence. This paper develops the basic theory of tempered fractional stable processes, including dependence structu...

Tempered fractional calculus

Fractional derivatives and integrals are convolutions with a power law. Multiplying by an exponential factor leads to tempered fractional derivatives and integrals. Tempered fractional diffusion equations, where the usual second derivative in space is replaced by a tempered fractional derivative, govern the limits of random walk models with an exponentially tempered power law jump distribution....

Tempered fractional Brownian motion