Stochastic representation of subdiffusion processes with time-dependent drift

DOI10.1016/j.spa.2009.05.006zbMath1180.60051MaRDI QIDQ734633

Marcin Magdziarz

Publication date: 13 October 2009

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2009.05.006

zbMATH Keywords

fractional Fokker-Planck equation; inverse subordinator; subdiffusion; first-passage time; \(\alpha \)-stable distribution

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60G99: Stochastic processes

60G52: Stable stochastic processes

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