Residence time statistics for normal and fractional diffusion in a force field (Q2433941)

One considers the problem of occupation times for normal Brownian motion in an external fields which is analyzed by means of the backward Fokker-Planck equation, and then one considers the problem of a particle undergoing an anomalous diffusion process which involves a fractional Fokker-Planck equation. It is shown that the relation between occupation times and first passage time hold for both cases, even for the non-Markovian sub-diffusive case. Several examples are analyzed: weak ergodicity breaking, diffusion in an interval, diffusion with drift, and diffusion in an unstable force field.