Fokker-Planck type equations associated with subordinated processes controlled by tempered \(\alpha \)-stable processes

DOI10.1007/s10955-013-0754-4zbMath1276.82045MaRDI QIDQ372914

Hui Gu, Jin-Rong Liang, Yun-Xiu Zhang

Publication date: 21 October 2013

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

Full work available at URL: https://doi.org/10.1007/s10955-013-0754-4

zbMATH Keywords

Fokker-Planck equation; anomalous diffusion; subordinated processes; tempered \(\alpha \)-stable processes

Mathematics Subject Classification ID

60J60: Diffusion processes

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

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Fokker-Planck type equations associated with fractional Brownian motion controlled by infinitely divisible processes, Modeling anomalous diffusion by a subordinated integrated Brownian motion, Modified cumulative distribution function in application to waiting time analysis in the continuous time random walk scenario, The subordinated processes controlled by a family of subordinators and corresponding Fokker–Planck type equations

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