Fokker-Planck type equations associated with subordinated processes controlled by tempered -stable processes
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Fokker-Planck type equations associated with subordinated processes controlled by tempered \(\alpha \)-stable processes
Fokker-Planck type equations associated with subordinated processes controlled by tempered \(\alpha \)-stable processes
Recommendations
- Equivalence of subordinated processes with tempered \(\alpha\)-stable waiting times and fractional Fokker-Planck equations in space and time dependent fields
- The subordinated processes controlled by a family of subordinators and corresponding Fokker-Planck type 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
- The Fokker-Planck equation for the time-changed fractional Ornstein-Uhlenbeck stochastic process
Cites work
- scientific article; zbMATH DE number 1402217 (Why is no real title available?)
- scientific article; zbMATH DE number 3399886 (Why is no real title available?)
- scientific article; zbMATH DE number 3088518 (Why is no real title available?)
- Fokker-Planck-Kolmogorov equations associated with time-changed fractional Brownian motion
- Fractional Brownian Motions, Fractional Noises and Applications
- Fractional Fokker-Planck equation and Black-Scholes formula in composite-diffusive regime
- Fractional Langevin equation with α-stable noise. A link to fractional ARIMA time series
- On a time-changed geometric Brownian motion and its application in financial market
- On time-changed Gaussian processes and their associated Fokker-Planck-Kolmogorov equations
- Operators associated with a stochastic differential equation driven by fractional Brownian motions
- Stochastic modeling in nanoscale biophysics: subdiffusion within proteins
- Stochastic representation of subdiffusion processes with time-dependent drift
- Tempering stable processes
- The fundamental solution of the space-time fractional diffusion equation
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
- The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics
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
- Brownian subordinators and fractional Cauchy problems
- Higher order PDE’s and iterated processes
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