Tempered fractional Langevin–Brownian motion with inverse β-stable subordinator

DOI10.1088/1751-8121/AAE8B3zbMath1411.82031arXiv1806.10083OpenAlexW2810185643MaRDI QIDQ4629614

Weihua Deng, Yao Chen, Xu-Dong Wang

Publication date: 27 March 2019

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1806.10083

zbMATH Keywords

inverse \(\beta\)-stable subordinatortime-changed Langevin systemtime-changed tempered fractional Brownian motion

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Irreversible thermodynamics, including Onsager-Machlup theory (82C35)

Related Items (6)

A Hermite spectral method for fractional convection diffusion equations on unbounded domains ⋮ Numerical methods for the two-dimensional Fokker-Planck equation governing the probability density function of the tempered fractional Brownian motion ⋮ A fully discrete local discontinuous Galerkin method with the generalized numerical flux to solve the tempered fractional reaction-diffusion equation ⋮ Exponential behavior and upper noise excitation index of solutions to evolution equations with unbounded delay and tempered fractional Brownian motions ⋮ A Discretization of Caputo Derivatives with Application to Time Fractional SDEs and Gradient Flows ⋮ Numerical approximation for fractional diffusion equation forced by a tempered fractional Gaussian noise

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