Finite dimensional Fokker-Planck equations for continuous time random walk limits

DOI10.1016/j.spa.2016.08.008zbMath1364.60040arXiv1510.01150OpenAlexW2259745300MaRDI QIDQ529426

Ofer Busani

Publication date: 18 May 2017

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.01150

zbMATH Keywords

anomalous diffusionfractional Fokker-Planck equationcontinuous-time random walk limits

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Functional limit theorems; invariance principles (60F17) Fractional partial differential equations (35R11) Fokker-Planck equations (35Q84)

Related Items (1)

A Semi-Markov Algorithm for Continuous Time Random Walk Limit Distributions

Cites Work

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• Feynman–Kac equation for anomalous processes with space- and time-dependent forces
• Inverse Stable Subordinators
• Stochastic models for fractional calculus

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