期刊名称：International Journal of Differential Equations
印刷版ISSN：1687-9643
电子版ISSN：1687-9651
出版年度：2010
卷号：2010
DOI：10.1155/2010/104505
出版社：Hindawi Publishing Corporation
摘要：In the present review we survey the properties of a transcendental function of the Wright type, nowadays known as 𝑀-Wright function, entering as a probability density in a
relevant class of self-similar stochastic processes that we generally refer to as time-fractional
diffusion processes. Indeed, the master equations governing these processes
generalize the standard diffusion equation by means of time-integral operators interpreted
as derivatives of fractional order. When these generalized diffusion processes are properly
characterized with stationary increments, the 𝑀-Wright function is shown to play the
same key role as the Gaussian density in the standard and fractional Brownian motions.
Furthermore, these processes provide stochastic models suitable for describing phenomena
of anomalous diffusion of both slow and fast types.
