Generalized Continuous Time Random Walks, Master Equations, and Fractional Fokker--Planck Equations

DOI10.1137/15M1011299zbMath1327.35370MaRDI QIDQ5264052

B. I. Henry, T. A. M. Langlands, Peter Straka, I. C. Donnelly, Christopher Angstmann

Publication date: 20 July 2015

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

continuous time random walkfractional calculuslimit theoremsanomalous diffusionfractional Fokker-Planck equationgeneralized master equation

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Fractional partial differential equations (35R11) Fokker-Planck equations (35Q84)

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