The 20th century was rich with great scientific and mathematical discoveries. One of the
most influential events in mathematics was the introduction of the Lebesgue integral …

The book is devoted to the fundamental relationship between three objects: a stochastic
process, stochastic differential equations driven by that process and their associated Fokker …

Expanding media are typical in many different fields, eg, in biology and cosmology. In
general, a medium expansion (contraction) brings about dramatic changes in the behavior …

We investigate the well-posedness of a coupled Navier–Stokes–Fokker–Planck system with
a time-fractional derivative. Such systems arise in the kinetic theory of dilute solutions of …

We present a numerical method to solve a time-space fractional Fokker–Planck equation
with a space-time dependent force field F (x, t), and diffusion d (x, t). When the problem …

The extension of fractional power series solutions for linear fractional differential equations
with variable coefficients is considered. Generalized series expansions involving integer …

The rate of strong convergence is investigated for an approximation scheme for a class of
stochastic differential equations driven by a time-changed Brownian motion, where the …

Continuous time random walks, which generalize random walks by adding a stochastic time
between jumps, provide a useful description of stochastic transport at mesoscopic scales …

Abstract We consider a Mean Field Games model where the dynamics of the agents is
subdiffusive. According to the optimal control interpretation of the problem, we get a system …

We investigate the error of the (semidiscrete) Galerkin method applied to a semilinear
subdiffusion equation in the presence of nonsmooth initial data. The diffusion coefficient is …