Stochastic representation of fractional Bessel-Riesz motion

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Anh, V. V.; Leonenko, Nikolai; Sikorskii, A.;

This paper derives the stochastic solution of a Cauchy problem\ud for the distribution of a fractional diffusion process. The governing equation\ud involves the Bessel-Riesz derivative (in space) to model heavy tails of the\ud distribution, and the Caputo-Djrbashian der... View more
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