Subordinated Brownian Motion and its Fractional Fokker–Planck Equation
From MaRDI portal
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
Related Items
Unnamed Item, A Regularity Theory for Parabolic Equations with Anisotropic Nonlocal Operators in \(\boldsymbol{L_{{q}}(L_{{p}})}\) Spaces, Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times, Fractional Brownian motion time-changed by gamma and inverse gamma process, Numerical solution for fractional model of Fokker-Planck equation by using q-HATM, Solving Fokker-Planck equations on Cantor sets using local fractional decomposition method, Complexity and the fractional calculus, Time-fractional geometric Brownian motion from continuous time random walks, Response behavior of aging systems with temporal disorder, A class of self-similar stochastic processes with stationary increments to model anomalous diffusion in physics