Statistical estimation and approximation of anomalous diffusion

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This project investigates diffusion processes with long memory, heavy-tailed distributions and higher-order information. Each of these characteristics has been a subject of extensive current research. These processes arise in important applications with significant social/economic benefits such as heat conduction and fluid flow in porous media, propagation of seismic waves, transport of drug molecules in living tissues. Built on our recent fundamental developments of fractional generalised random fields and fractional diffusion equations, this project tackles the key problems of statistical estimation, approximation and prediction of diffusion processes with all the above characteristics in a unified framework not provided by other approaches.