Subordinated Brownian Motion and its Fractional Fokker–Planck Equation

DOI10.1238/Physica.Regular.067a00265zbMath1054.60107MaRDI QIDQ4827644

Aleksander A. Stanislavsky

Publication date: 19 November 2004

Published in: Physica Scripta (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Other physical applications of random processes (60K40) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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