Comment on fractional Fokker-Planck equation with space and time dependent drift and diffusion

DOI10.1007/s10955-014-0919-9zbMath1291.82094OpenAlexW2058243333WikidataQ59398141 ScholiaQ59398141MaRDI QIDQ2249262

Marcin Magdziarz, Tomasz Zorawik, Janusz Gajda

Publication date: 10 July 2014

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10955-014-0919-9

zbMATH Keywords

fractional derivativefractional Fokker-Planck equationtime changestable distributionsubdiffusion

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional partial differential equations (35R11)

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Cites Work

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• Stochastic representation of subdiffusion processes with time-dependent drift
• Fractional Fokker-Planck equation with space and time dependent drift and diffusion
• Langevin picture of subdiffusion with infinitely divisible waiting times
• Path Properties of Subdiffusion—A Martingale Approach
• Lévy Processes and Stochastic Calculus
• The random walk's guide to anomalous diffusion: A fractional dynamics approach

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