Subordinated Brownian Motion and its Fractional Fokker–Planck Equation
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Publication:4827644
DOI10.1238/Physica.Regular.067a00265zbMath1054.60107MaRDI QIDQ4827644
Publication date: 19 November 2004
Published in: Physica Scripta (Search for Journal in Brave)
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60K40: Other physical applications of random processes
82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics
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