| Literature DB >> 23626377 |
Nikolai N Leonenko1, Mark M Meerschaert, Alla Sikorskii.
Abstract
Pearson diffusions are governed by diffusion equations with polynomial coefficients. Fractional Pearson diffusions are governed by the corresponding time-fractional diffusion equation. They are useful for modeling sub-diffusive phenomena, caused by particle sticking and trapping. This paper provides explicit strong solutions for fractional Pearson diffusions, using spectral methods. It also presents stochastic solutions, using a non-Markovian inverse stable time change.Entities:
Keywords: Mittag-Leffler function; Pearson diffusion; eigenfunction expansion; fractional derivative; hitting time; stable process
Year: 2013 PMID： 23626377 PMCID： PMC3634602 DOI： 10.1016/j.jmaa.2013.02.046
Source DB: PubMed Journal: J Math Anal Appl ISSN： 0022-247X Impact factor: 1.583