Stochastic representation of a fractional subdiffusion equation. The case of infinitely divisible waiting times, Lévy noise and space-time-dependent coefficients (Q2790283)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic representation of a fractional subdiffusion equation. The case of infinitely divisible waiting times, Lévy noise and space-time-dependent coefficients |
scientific article |
Statements
Stochastic representation of a fractional subdiffusion equation. The case of infinitely divisible waiting times, Lévy noise and space-time-dependent coefficients (English)
0 references
3 March 2016
0 references
fractional subdiffusion equation
0 references
Fokker-Planck-Kolmogorov equation
0 references
fractional subdivision
0 references
Langevin equation
0 references
Lévy noise
0 references
Brownian motion
0 references
Monte Carlo methods
0 references
0 references
0 references
