Stochastic representation of solution to nonlocal-in-time diffusion

DOI10.1016/J.SPA.2019.06.011zbMath1441.60060arXiv1810.08788OpenAlexW2964285914WikidataQ127625583 ScholiaQ127625583MaRDI QIDQ1986013

Qiang Du, Lorenzo Toniazzi, Zhi Zhou

Publication date: 7 April 2020

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

Full work available at URL: https://arxiv.org/abs/1810.08788

zbMATH Keywords

Feynman-Kac formulahistorical initial conditionnonlocal evolution

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Stable stochastic processes (60G52) Local time and additive functionals (60J55)

Related Items (11)

Fokker-Planck equation for Feynman-Kac transform of anomalous processes ⋮ Numerical methods for nonlocal and fractional models ⋮ Discretization and analysis of an optimal control of a variable-order time-fractional diffusion equation with pointwise constraints ⋮ On backward problems for stochastic fractional reaction equations with standard and fractional Brownian motion ⋮ Asymptotically compatible approximations of linear nonlocal conservation laws with variable horizon ⋮ From semi-Markov random evolutions to scattering transport and superdiffusion ⋮ Nonlocal-In-Time Dynamics and Crossover of Diffusive Regimes ⋮ Nonlocal diffusion models with consistent local and fractional limits ⋮ Censored stable subordinators and fractional derivatives ⋮ Space-time coupled evolution equations and their stochastic solutions ⋮ Branching Random Walk Solutions to the Wigner Equation

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