Fractional Calculus, Anomalous Diffusion, and Probability
نویسندگان
چکیده
Ideas from probability can be very useful to understand and motivate fractional calculus models for anomalous diffusion. Fractional derivatives in space are related to long particle jumps. Fractional time derivatives code particle sticking and trapping. This probabilistic point of view also leads to some interesting extensions, including vector fractional derivatives, and tempered fractional derivatives. This paper reviews the basic ideas along with some practical applications.
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