Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4616840 | Journal of Mathematical Analysis and Applications | 2013 | 15 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Nikolai N. Leonenko, Mark M. Meerschaert, Alla Sikorskii,