相关参考文献
注意：仅列出部分参考文献，下载原文获取全部文献信息。Continuous-time random walk and parametric subordination in fractional diffusion
Rudolf Gorenflo et al.
CHAOS SOLITONS & FRACTALS (2007)
Fluid limit of the continuous-time random walk with general Levy jump distribution functions
A. Cartea et al.
PHYSICAL REVIEW E (2007)
Driven polymer translocation through a nanopore: A manifestation of anomalous diffusion
J. L. A. Dubbeldam et al.
EPL (2007)
Polymer translocation through a nanopore: A showcase of anomalous diffusion
J. L. A. Dubbeldam et al.
PHYSICAL REVIEW E (2007)
Competition between subdiffusion and levy flights: A Monte Carlo approach
Marcin Magdziarz et al.
PHYSICAL REVIEW E (2007)
Fractional diffusion models of option prices in markets with jumps
Alvaro Cartea et al.
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2007)
Fractional Fokker-Planck dynamics: Stochastic representation and computer simulation
Marcin Magdziarz et al.
PHYSICAL REVIEW E (2007)
Field-induced dispersion in subdiffusion
I. M. Sokolov et al.
PHYSICAL REVIEW LETTERS (2006)
Computation of the generalized Mittag-Leffler function and its inverse in the complex plane
R. Hilfer et al.
INTEGRAL TRANSFORMS AND SPECIAL FUNCTIONS (2006)
Random walk approximation of fractional-order multiscaling anomalous diffusion
Yong Zhang et al.
PHYSICAL REVIEW E (2006)
Fractional diffusion models of nonlocal transport
D. del-Castillo-Negrete
PHYSICS OF PLASMAS (2006)
Comparison of numerical methods for fractional differential equations
NJ Ford et al.
COMMUNICATIONS ON PURE AND APPLIED ANALYSIS (2006)
The application of continuous-time random walks in finance and economics
E Scalas
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2006)
Fractional Fokker-Planck dynamics:: Numerical algorithm and simulations
E Heinsalu et al.
PHYSICAL REVIEW E (2006)
A second-order accurate numerical approximation for the fractional diffusion equation
C Tadjeran et al.
JOURNAL OF COMPUTATIONAL PHYSICS (2006)
The scaling laws of human travel
D Brockmann et al.
NATURE (2006)
Finite difference methods for two-dimensional fractional dispersion equation
MM Meerschaert et al.
JOURNAL OF COMPUTATIONAL PHYSICS (2006)
Closed-form solutions for continuous time random walks on finite chains
O Flomenbom et al.
PHYSICAL REVIEW LETTERS (2005)
The origin of bursts and heavy tails in human dynamics
AL Barabási
NATURE (2005)
Nondiffusive transport in plasma turbulence: A fractional diffusion approach
D del-Castillo-Negrete et al.
PHYSICAL REVIEW LETTERS (2005)
Power laws, Pareto distributions and Zipf's law
MEJ Newman
CONTEMPORARY PHYSICS (2005)
The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics
R Metzler et al.
JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL (2004)
Anomalous waiting times in high-frequency financial data
E Scalas et al.
QUANTITATIVE FINANCE (2004)
Discrete and continuous random walk models for space-time fractional diffusion
R Gorenflo et al.
NONLINEAR DYNAMICS (2004)
Uncoupled continuous-time random walks: Solution and limiting behavior of the master equation
E Scalas et al.
PHYSICAL REVIEW E (2004)
Mittag-Leffler process
K Jayakumar
MATHEMATICAL AND COMPUTER MODELLING (2003)
Power-law time distribution of large earthquakes
MS Mega et al.
PHYSICAL REVIEW LETTERS (2003)
Chaos, fractional kinetics, and anomalous transport
GM Zaslavsky
PHYSICS REPORTS-REVIEW SECTION OF PHYSICS LETTERS (2002)
Waiting-times and returns in high-frequency financial data: an empirical study
M Raberto et al.
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2002)
CTRW pathways to the fractional diffusion equation
E Barkai
CHEMICAL PHYSICS (2002)
Stochastic solution of space-time fractional diffusion equations
MM Meerschaert et al.
PHYSICAL REVIEW E (2002)
Linear response in complex systems: CTRW and the fractional Fokker-Planck equations
IM Sokolov et al.
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2001)
Fractional moment estimation of Linnik and Mittag-Leffler parameters
TJ Kozubowski
MATHEMATICAL AND COMPUTER MODELLING (2001)
The random walk's guide to anomalous diffusion: a fractional dynamics approach
R Metzler et al.
PHYSICS REPORTS-REVIEW SECTION OF PHYSICS LETTERS (2000)
Fractional calculus and continuous-time finance II: the waiting-time distribution
F Mainardi et al.
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2000)
On Mittag-Leffler-type functions in fractional evolution processes
F Mainardi et al.
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS (2000)
Computer simulation of geometric stable distributions
TJ Kozubowski
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS (2000)
Fractional calculus and continuous-time finance
E Scalas et al.
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2000)
分享论文
