To offer a view into the rapidly developing theory of fractional diffusion processes we describe in some detail three topics of present interest: (i) the well-scaled passage to the limit from continuous time random walk under power law assumptions to space-time fractional diffusion, (ii) the asymptotic universality of the Mittag-Leffler waiting time law in time-fractional processes, (iii) our m...

Classical and anomalous diffusion equations employ integer derivatives, fractional derivatives, and other pseudodifferential operators in space. In this paper we show that replacing the integer time derivative by a fractional derivative subordinates the original stochastic solution to an inverse stable subordinator process whose probability distributions are Mittag-Leffler type. This leads to e...

We study the effect of a disordered or fractal environment in the irreversible dynamics of a harmonic oscillator. Starting from a generalized Langevin equation and using Laplace analysis, we derive exact expressions for the mean values, variances, and velocity autocorrelation function of the particle in terms of generalized Mittag-Leffler functions. The long-time behaviors of these quantities a...

The study of the stability of differential equations without its explicit solution is of particular importance. There are different definitions concerning the stability of the differential equations system, here we will use the definition of the concept of Lyapunov. In this paper, first we investigate stability analysis of distributed order fractional differential equations by using the asympto...

In this paper we provide three equivalent expressions for ruin probabilities in a Cramér-Lundberg model with gamma distributed claims. The results are solutions of integro-differential equations, derived by means of (inverse) Laplace transforms. All the three formulas have infinite series forms, two involving Mittag-Leffler functions and the third one involving moments of the claims distributio...

We propose a method for determining the solution and source term of a generalized timefractional diffusion equation. The method is based on selecting a bi-orthogonal basis of L space corresponding to a nonself-adjoint boundary value problem. Uniqueness is proven and an existence result is obtained for smooth initial and final conditions. The asymptotic behavior of the generalized Mittag–Leffler...

We introduce and study a new function called R-function, which is an extension of the generalized Mittag-Leffler function. We derive the relations that exist between the R-function and Saigo fractional calculus operators. Some results derived by Samko et al. (1993), Kilbas (2005), Kilbas and Saigo (1995), and Sharma and Jain (2009) are special cases of the main results derived in this paper.

In this paper we make an attempt to review count data models developed so far as generalizations of Poisson process. We consider Winkleman’s gamma count model and the Weibull count model of Mc Shane et al. The fractional generalization of Poisson process by Mainardi et al. is also considered. A Mittag-Leffler count model is developed and studied in detail. Simulation studies are also conducted.

Abstract In this paper, we propose a generalized Gronwall inequality in the context of ψ -Hilfer proportional fractional derivative. Using Picard’s successive approximation and definition Mittag–Leffler functions, construct representation formula solution for differential equation with constant coefficient form kernel. The uniqueness result is proved by using Banach’s fixed-point theorem some p...