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Anomalous diffusion, stable processes, and generalized functions

Barry D. Hughes
Phys. Rev. E 65, 035105(R) – Published 5 March 2002
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Abstract

The evolution equations in real space and time corresponding to a class of anomalous diffusion processes are examined. As special cases, evolution equations corresponding to stable processes are derived using the theory of generalized functions, recovering some known results differently interpreted, and an evolution law for stable processes of order unity.

  • Received 5 September 2001

DOI:https://doi.org/10.1103/PhysRevE.65.035105

©2002 American Physical Society

Authors & Affiliations

Barry D. Hughes

  • Department of Mathematics and Statistics, University of Melbourne, Victoria 3010, Australia

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Vol. 65, Iss. 3 — March 2002

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