Fokker-Planck type equations associated with subordinated processes controlled by tempered -stable processes
DOI10.1007/S10955-013-0754-4zbMATH Open1276.82045OpenAlexW2461162780MaRDI QIDQ372914FDOQ372914
Authors: Yunxiu Zhang, Hui Gu, Jin-Rong Liang 
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
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Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)
Cites Work
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Cited In (16)
- Transient anomalous sub-diffusion on bounded domains
- On time-changed Gaussian processes and their associated Fokker-Planck-Kolmogorov equations
- Fokker-Planck type equations associated with fractional Brownian motion controlled by infinitely divisible processes
- Fractional Fokker-Planck equation with space dependent drift and diffusion: the case of tempered \(\alpha\)-stable waiting-times
- Modified cumulative distribution function in application to waiting time analysis in the continuous time random walk scenario
- The Fokker-Planck equation for the time-changed fractional Ornstein-Uhlenbeck stochastic process
- Modeling anomalous diffusion by a subordinated integrated Brownian motion
- Stochastic models with mixtures of tempered stable subordinators
- The subordinated processes controlled by a family of subordinators and corresponding Fokker-Planck type equations
- On fractional tempered stable processes and their governing differential equations
- Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times
- Master equations for subordinated processes
- Equivalence of subordinated processes with tempered \(\alpha\)-stable waiting times and fractional Fokker-Planck equations in space and time dependent fields
- Fokker-Planck-Kolmogorov equations associated with time-changed fractional Brownian motion
- Higher order PDE’s and iterated processes
- Brownian subordinators and fractional Cauchy problems
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