Fractional Klein-Kramers dynamics for subdiffusion and Itô formula
DOI10.1088/1742-5468/2011/01/P01006zbMATH Open1456.82566OpenAlexW2086395908MaRDI QIDQ3301202FDOQ3301202
Authors: Sebastian Orzeł, Aleksander Weron 
Publication date: 11 August 2020
Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1088/1742-5468/2011/01/p01006
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Cites Work
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- The random walk's guide to anomalous diffusion: A fractional dynamics approach
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- Brownian motion in a field of force and the diffusion model of chemical reactions
- Anomalous diffusion: temporal non-Markovianity and weak ergodicity breaking
- The dependence structure of the fractional Ornstein-Uhlenbeck process
- Path properties of subdiffusion --- a martingale approach
- Short and Long Memory Fractional Ornstein–Uhlenbeck α-Stable Processes
- Multi-point distribution function for the continuous time random walk
- On stochastic dynamics in physics -- remarks on history and terminology
Cited In (6)
- Positivity preserving schemes for the fractional Klein-Kramers equation with boundaries
- Correlated continuous-time random walks—scaling limits and Langevin picture
- Numerical evaluation of the fractional Klein-Kramers model arising in molecular dynamics
- Feynman-Kac equation for anomalous processes with space- and time-dependent forces
- Super- and subdiffusive positions in fractional Klein-Kramers equations
- From the Langevin equation to the fractional Fokker-Planck equation
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