Feynman-Kac transform for anomalous processes
From MaRDI portal
Publication:5158397
Recommendations
- Fokker-Planck equation for Feynman-Kac transform of anomalous processes
- Feynman-Kac equation for anomalous processes with space- and time-dependent forces
- Fractional Feynman-Kac equation with space-dependent anomalous exponent
- Fractional Feynman-Kac equation for anomalous diffusion functionals
- The Fokker-Planck equation for the time-changed fractional Ornstein-Uhlenbeck stochastic process
Cites work
- scientific article; zbMATH DE number 1601818 (Why is no real title available?)
- scientific article; zbMATH DE number 5286877 (Why is no real title available?)
- scientific article; zbMATH DE number 3676222 (Why is no real title available?)
- scientific article; zbMATH DE number 19381 (Why is no real title available?)
- scientific article; zbMATH DE number 51724 (Why is no real title available?)
- scientific article; zbMATH DE number 2015741 (Why is no real title available?)
- scientific article; zbMATH DE number 918811 (Why is no real title available?)
- scientific article; zbMATH DE number 3272022 (Why is no real title available?)
- Asymptotic properties of Brownian motion delayed by inverse subordinators
- Dirichlet forms and symmetric Markov processes.
- Extreme statistics of anomalous subdiffusion following a fractional Fokker–Planck equation: subdiffusion is faster than normal diffusion
- Feynman-Kac equation for anomalous processes with space- and time-dependent forces
- Fractional Feynman-Kac equation for anomalous diffusion functionals
- From Brownian Motion to Schrödinger’s Equation
- Gaugeability and conditional gaugeability
- Heat kernel estimates for time fractional equations
- Heat kernels for non-symmetric non-local operators
- Limit theorems for continuous-time random walks with infinite mean waiting times
- Mathematical modelling of subdiffusion-reaction systems
- Maximum principles for time-fractional Cauchy problems with spatially non-local components
- Mittag-Leffler functions and their applications
- Modeling Anomalous Diffusion
- On Distributions of Certain Wiener Functionals
- On distributions of functionals of anomalous diffusion paths
- On some exponential functionals of Brownian motion
- Quantum Theory for Mathematicians
- Schrödinger semigroups
- Stability of Dirichlet heat kernel estimates for non-local operators under Feynman-Kac perturbation
- Stochastic models for fractional calculus
- Symmetric Markov processes, time change, and boundary theory
- Symmetric jump processes and their heat kernel estimates
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
- Time fractional equations and probabilistic representation
- \(L^p\)-independence of spectral bounds of generalized non-local Feynman-Kac semigroups
Cited in
(8)- Time fractional equations and anomalous sub-diffusions -- in memory of Professor Shisong Mao
- Fokker-Planck equation for Feynman-Kac transform of anomalous processes
- A generalized time fractional Schrödinger equation with signed potential
- Tempered fractional Sobolev spaces
- Feynman-Kac formula for tempered fractional general diffusion equations with nonautonomous external potential
- Efficient Monte Carlo Method for Integral Fractional Laplacian in Multiple Dimensions
- Feynman-Kac equation for anomalous processes with space- and time-dependent forces
- Feynman-Kac formula for tempered fractional general diffusion equations driven by TFBM
This page was built for publication: Feynman-Kac transform for anomalous processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5158397)
