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Self-similar stochastic models with stationary increments for symmetric space-time fractional diffusion
(MESA 2014 - 10th IEEE/ASME International Conference on Mechatronic and Embedded Systems and Applications, Conference Proceedings, 2014-12-31)
An approach to develop stochastic models for studying anomalous diffusion is proposed. In particular, in this approach the stochastic particle trajectory is based on the fractional Brownian motion but, for any realization, ...