Random time-change with inverses of multivariate subordinators: governing equations and fractional dynamics

Autor:	Beghin, Luisa, Macci, Claudio, Ricciuti, Costantino
Rok vydání:	2019
Předmět:	Mathematics - Probability Random time-change multivariate Levy processes subordinators anomalous diffusion continuous time random walks fractional operators
Druh dokumentu:	Working Paper
Popis:	It is well-known that compositions of Markov processes with inverse subordinators are governed by integro-differential equations of generalized fractional type. This kind of processes are of wide interest in statistical physics as they are connected to anomalous diffusions. In this paper we consider a generalization; more precisely we mean componentwise compositions of $\mathbb{R}^d$-valued Markov processes with the components of an independent multivariate inverse subordinator. As a possible application, we present a model of anomalous diffusion in anisotropic medium, which is obtained as a weak limit of suitable continuous-time random walks. Comment: 24 pages
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1912.09432 Zobrazit plný text záznamu View this record from Arxiv