@article{TomovskiSandevMetzleretal.2012, author = {Tomovski, Zivorad and Sandev, Trifce and Metzler, Ralf and Dubbeldam, Johan}, title = {Generalized space-time fractional diffusion equation with composite fractional time derivative}, series = {Physica : europhysics journal ; A, Statistical mechanics and its applications}, volume = {391}, journal = {Physica : europhysics journal ; A, Statistical mechanics and its applications}, number = {8}, publisher = {Elsevier}, address = {Amsterdam}, issn = {0378-4371}, doi = {10.1016/j.physa.2011.12.035}, pages = {2527 -- 2542}, year = {2012}, abstract = {We investigate the solution of space-time fractional diffusion equations with a generalized Riemann-Liouville time fractional derivative and Riesz-Feller space fractional derivative. The Laplace and Fourier transform methods are applied to solve the proposed fractional diffusion equation. The results are represented by using the Mittag-Leffler functions and the Fox H-function. Special cases of the initial and boundary conditions are considered. Numerical scheme and Grunwald-Letnikov approximation are also used to solve the space-time fractional diffusion equation. The fractional moments of the fundamental solution of the considered space-time fractional diffusion equation are obtained. Many known results are special cases of those obtained in this paper. We investigate also the solution of a space-time fractional diffusion equations with a singular term of the form delta(x). t-beta/Gamma(1-beta) (beta > 0).}, language = {en} } @article{TomovskiMetzlerGerhold2022, author = {Tomovski, Živorad and Metzler, Ralf and Gerhold, Stefan}, title = {Fractional characteristic functions, and a fractional calculus approach for moments of random variables}, series = {Fractional calculus and applied analysis : an international journal for theory and applications}, volume = {25}, journal = {Fractional calculus and applied analysis : an international journal for theory and applications}, number = {4}, publisher = {De Gruyter}, address = {Berlin ; Boston}, issn = {1314-2224}, doi = {10.1007/s13540-022-00047-x}, pages = {1307 -- 1323}, year = {2022}, abstract = {In this paper we introduce a fractional variant of the characteristic function of a random variable. It exists on the whole real line, and is uniformly continuous. We show that fractional moments can be expressed in terms of Riemann-Liouville integrals and derivatives of the fractional characteristic function. The fractional moments are of interest in particular for distributions whose integer moments do not exist. Some illustrative examples for particular distributions are also presented.}, language = {en} }