Exact propagator for a Fokker-Planck equation, first passage time distribution, and anomalous diffusion

DOI10.1063/1.3621823zbMath1272.35185MaRDI QIDQ2849724

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Publication date: 24 September 2013

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

Full work available at URL: https://semanticscholar.org/paper/652b4a4da1a4e15c878fecd4fa10a50545ef306b

Mathematics Subject Classification ID

60J60: Diffusion processes

82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics

82C70: Transport processes in time-dependent statistical mechanics

82C24: Interface problems; diffusion-limited aggregation in time-dependent statistical mechanics

35Q84: Fokker-Planck equations

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