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Phys. Rev. E 65, 035105(R) (2002) [4 pages]

Anomalous diffusion, stable processes, and generalized functions

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Barry D. Hughes
Department of Mathematics and Statistics, University of Melbourne, Victoria 3010, Australia

Received 5 September 2001; published 5 March 2002

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.

© 2002 The American Physical Society

URL:
http://link.aps.org/doi/10.1103/PhysRevE.65.035105
DOI:
10.1103/PhysRevE.65.035105
PACS:
02.50.Cw, 02.50.Ey, 05.40.Fb