Stochastic foundations of fractional dynamics

被引:260
作者
Compte, A
机构
[1] Department de Física, Física Estadística, Universitat Autònoma de Barcelona, Bellaterra, Catalonia
来源
PHYSICAL REVIEW E | 1996年 / 53卷 / 04期
关键词
D O I
10.1103/PhysRevE.53.4191
中图分类号
O35 [流体力学]; O53 [等离子体物理学];
学科分类号
070204 ; 080103 ; 080704 ;
摘要
It is shown that fractional diffusion equations arise very naturally as the limiting dynamic equations of all continuous time random walks with decoupled temporal and spatial memories and with either temporal or spatial scale invariance (fractal walks), thus enlarging their stochastic foundations hitherto restricted to a particular case of fractal walk [R. Hilfer and L. Anton, Phys. Rev. E 51, R848 (1995)].
引用
收藏
页码:4191 / 4193
页数:3
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