FIRST PASSAGE TIME PROBLEM FOR BIASED CONTINUOUS-TIME RANDOM WALKS

DOI10.1142/S0218348X00000159zbMath1046.82013arXivcond-mat/0105268MaRDI QIDQ4810241

Govindan Rangarajan, Mingzhou Ding

Publication date: 2 September 2004

Published in: Fractals (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0105268

Mathematics Subject Classification ID

60K35: Interacting random processes; statistical mechanics type models; percolation theory

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

82B41: Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics

Related Items

DISTRIBUTED ORDER FRACTIONAL SUB-DIFFUSION

Cites Work

• Random walks with infinite spatial and temporal moments
• The First Passage Problem for a Continuous Markov Process
• Brownian motion in a field of force and the diffusion model of chemical reactions