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dc.contributor.authorPagnini, G. 
dc.date.accessioned2016-06-13T13:33:23Z
dc.date.available2016-06-13T13:33:23Z
dc.date.issued2014-12-31
dc.identifier.isbn978-1-479-92280-2
dc.identifier.urihttp://hdl.handle.net/20.500.11824/192
dc.description.abstractAn 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, it is multiplied by an independent random variable properly distributed. The resulting probability density function for particle displacement can be represented by an integral formula of subordination type and, in the single-point case, it emerges to be equal to the solution of the spatially symmetric space-time fractional diffusion equation. Due to the fractional Brownian motion, this class of stochastic processes is self-similar with stationary increments in nature and uniquely defined by the mean and the auto-covariance structure analogously to the Gaussian processes. Special cases are the time-fractional diffusion, the space-fractional diffusion and the classical Gaussian diffusion.
dc.formatapplication/pdf
dc.language.isoengen_US
dc.rightsReconocimiento-NoComercial-CompartirIgual 3.0 Españaen_US
dc.rights.urihttp://creativecommons.org/licenses/by-nc-sa/3.0/es/en_US
dc.subjectBrownian movement
dc.subjectDiffusion
dc.subjectEmbedded systems
dc.subjectProbability density function
dc.subjectStochastic systems
dc.subjectCovariance structures
dc.subjectFractional brownian motion
dc.subjectIndependent random variables
dc.subjectParticle displacement
dc.subjectParticle trajectories
dc.subjectSpace-fractional diffusions
dc.subjectTime fractional diffusion equation
dc.subjectTime-fractional diffusion
dc.subjectStochastic models
dc.titleSelf-similar stochastic models with stationary increments for symmetric space-time fractional diffusionen_US
dc.typeinfo:eu-repo/semantics/articleen_US
dc.identifier.doi10.1109/MESA.2014.6935520
dc.relation.publisherversionhttp://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=6935520
dc.relation.projectIDES/1PE/SEV-2013-0323en_US
dc.rights.accessRightsinfo:eu-repo/semantics/openAccessen_US
dc.type.hasVersioninfo:eu-repo/semantics/publishedVersionen_US
dc.journal.titleMESA 2014 - 10th IEEE/ASME International Conference on Mechatronic and Embedded Systems and Applications, Conference Proceedingsen_US


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