Fractional compound Poisson processes with multiple internal states

DOI10.1051/mmnp/2018001zbMath1405.35189arXiv1703.03237OpenAlexW3103339800MaRDI QIDQ4615563

Weihua Deng, Peng-Bo Xu

Publication date: 29 January 2019

Published in: Mathematical Modelling of Natural Phenomena (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1703.03237

zbMATH Keywords

first passage timegeneralized Fokker-Planck equationfractional compound Poisson processesgeneralized Feynman-Kac equationnon-repeat random walk

Mathematics Subject Classification ID

KdV equations (Korteweg-de Vries equations) (35Q53) Weyl theory and its generalizations for ordinary differential equations (34B20) Initial-boundary value problems for nonlinear higher-order PDEs (35G31)

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