Stochastic representation of solution to nonlocal-in-time diffusion
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Publication:1986013
DOI10.1016/j.spa.2019.06.011zbMath1441.60060arXiv1810.08788OpenAlexW2964285914WikidataQ127625583 ScholiaQ127625583MaRDI QIDQ1986013
Qiang Du, Lorenzo Toniazzi, Zhi Zhou
Publication date: 7 April 2020
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.08788
Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Stable stochastic processes (60G52) Local time and additive functionals (60J55)
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Fokker-Planck equation for Feynman-Kac transform of anomalous processes ⋮ Numerical methods for nonlocal and fractional models ⋮ Discretization and analysis of an optimal control of a variable-order time-fractional diffusion equation with pointwise constraints ⋮ On backward problems for stochastic fractional reaction equations with standard and fractional Brownian motion ⋮ Asymptotically compatible approximations of linear nonlocal conservation laws with variable horizon ⋮ From semi-Markov random evolutions to scattering transport and superdiffusion ⋮ Nonlocal-In-Time Dynamics and Crossover of Diffusive Regimes ⋮ Nonlocal diffusion models with consistent local and fractional limits ⋮ Censored stable subordinators and fractional derivatives ⋮ Space-time coupled evolution equations and their stochastic solutions ⋮ Branching Random Walk Solutions to the Wigner Equation
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