Simulation of the continuous time random
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E.A. Abdel-Rehim; R. Gorenflo
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Article
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2008
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Elsevier Science
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English
⚖ 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 α-stable Lévy distribution, 0 < α < 2. We use some relevant transformations of the independent variables x