Fokker-Planck equation for Feynman-Kac transform of anomalous processes

DOI10.1016/j.spa.2022.01.017zbMath1483.60151OpenAlexW4210475596MaRDI QIDQ2121082

Shuaiqi Zhang, Zhen-Qing Chen

Publication date: 1 April 2022

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2022.01.017

zbMATH Keywords

Fokker-Planck equationsubordinatorweak dualityFeynman-Kac transformanomalous processRiemann-Liouville type integral

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Applications of stochastic analysis (to PDEs, etc.) (60H30) Fractional partial differential equations (35R11) Fokker-Planck equations (35Q84) Anomalous diffusion models (subdiffusion, superdiffusion, continuous-time random walks, etc.) (60K50)

Related Items (1)

Stochastic Maximum Principle for Subdiffusions and Its Applications

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