Simulation of the continuous time random
β
E.A. Abdel-Rehim; R. Gorenflo
π
Article
π
2008
π
Elsevier Science
π
English
β 894 KB
In this article, we discuss the solution of the space-fractional diffusion equation with and without central linear drift in the Fourier domain and show the strong connection between it and the Ξ±-stable LΓ©vy distribution, 0 < Ξ± < 2. We use some relevant transformations of the independent variables x