First passage time distribution for anomalous diffusion

DOI10.1016/S0375-9601(00)00518-1zbMath1050.82545arXivcond-mat/0105266OpenAlexW2158060535MaRDI QIDQ1579384

Mingzhou Ding, Govindan Rangarajan

Publication date: 6 September 2000

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0105266

zbMATH Keywords

Fokker-Planck equationfractional Brownian motionstochastic processesanomalous diffusionfirst passage time distributionlarge passage time limitLevy diffusionuniversal power law

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)

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