Feynman-Kac transform for anomalous processes

DOI10.1137/21M1401528zbMATH Open1481.60203OpenAlexW3207918961MaRDI QIDQ5158397FDOQ5158397

Authors: Weihua Deng, Zhen-Qing Chen, Pengbo Xu

Publication date: 22 October 2021

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/21m1401528

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

Markov process fractional derivative subordinator inverse subordinator Feynman-Kac transform time fractional equation anomalous process

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Fractional partial differential equations (35R11) Applications of stochastic analysis (to PDEs, etc.) (60H30) Anomalous diffusion models (subdiffusion, superdiffusion, continuous-time random walks, etc.) (60K50)

Cites Work

Title not available (Why is that?)
Symmetric Markov processes, time change, and boundary theory
Title not available (Why is that?)
On some exponential functionals of Brownian motion
Title not available (Why is that?)
The random walk's guide to anomalous diffusion: A fractional dynamics approach
Dirichlet forms and symmetric Markov processes.
Title not available (Why is that?)
Limit theorems for continuous-time random walks with infinite mean waiting times
Mittag-Leffler functions and their applications
Title not available (Why is that?)
On distributions of functionals of anomalous diffusion paths
Symmetric jump processes and their heat kernel estimates
Asymptotic properties of Brownian motion delayed by inverse subordinators
Schrödinger semigroups
From Brownian Motion to Schrödinger’s Equation
Title not available (Why is that?)
Stochastic models for fractional calculus
Stability of Dirichlet heat kernel estimates for non-local operators under Feynman-Kac perturbation
On Distributions of Certain Wiener Functionals
Title not available (Why is that?)
\(L^p\)-independence of spectral bounds of generalized non-local Feynman-Kac semigroups
Gaugeability and conditional gaugeability
Heat kernel estimates for time fractional equations
Title not available (Why is that?)
Quantum Theory for Mathematicians
Feynman-Kac equation for anomalous processes with space- and time-dependent forces
Modeling Anomalous Diffusion
Heat kernels for non-symmetric non-local operators
Mathematical modelling of subdiffusion-reaction systems
Time fractional equations and probabilistic representation
Maximum principles for time-fractional Cauchy problems with spatially non-local components
Fractional Feynman-Kac equation for anomalous diffusion functionals
Extreme statistics of anomalous subdiffusion following a fractional Fokker–Planck equation: subdiffusion is faster than normal diffusion

Cited In (8)

Fokker-Planck equation for Feynman-Kac transform of anomalous processes
Time fractional equations and anomalous sub-diffusions -- in memory of Professor Shisong Mao
Feynman-Kac equation for anomalous processes with space- and time-dependent forces
Tempered fractional Sobolev spaces
A generalized time fractional Schrödinger equation with signed potential
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 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)