In this paper we analyze a fractional Fokker-Planck equation describing subdiffusion in the
general infinitely divisible (ID) setting. We show that in the case of space-time-dependent drift …

Aging can be observed for numerous physical systems. In such systems statistical properties
[like probability distribution, mean square displacement (MSD), first-passage time] depend …

The purpose of this paper is to correct errors presented recently in the paper [Lv et al. J Stat
Phys 149:619–628 ( 2012 )], where the authors analyzed Fractional Fokker–Planck equation …

Lévy walks have proved to be useful models of stochastic dynamics with a number of
applications in the modeling of real-life phenomena. In this paper we derive explicit formulas for …

We provide sharp two-sided estimates of the Fourier–Bessel heat kernel and we give sharp
two-sided estimates of the transition probability density for the Bessel process in (0, 1) killed …

We provide explicit formulas for asymptotic densities of d-dimensional (d > 1) isotropic Lévy
walks in a ballistic regime. The densities of multidimensional undershooting and …

In this paper we derive explicit formulas for the densities of Lévy walks. Our results cover
both jump-first and wait-first scenarios. The obtained densities solve certain fractional …

In this paper we study properties of the diffusion limits of three different models of Lévy
walks (LW). Exact asymptotic behavior of their trajectories is found using LePage series …

Recent results in single-particle experiments show that many complex systems display
ergodicity breaking. In this paper we demonstrate how to transform a non-ergodic anomalous …

We analyze ergodic properties of two different stationary processes resulting from a combination
of Lévy flights and subdiffusion. The first one comes from the Lamperti transformation of …