Answer to an open problem proposed by R Metzler and J Klafter

DOI10.1088/0305-4470/39/18/009MaRDI QIDQ5466873zbMATH OpenOpenAlexFDO

Authors Fuyao Ren, Jin-Rong Liang, Weiyuan Qiu, Jianbin Xiao

Publication date 22 May 2006

Published in Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1088/0305-4470/39/18/009

zbMATH Keywords

anomalous diffusionfractional Fokker-Planck equationsstretched Gaussian

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Dynamics of disordered systems (random Ising systems, etc.) in time-dependent statistical mechanics (82C44) Transport processes in time-dependent statistical mechanics (82C70)

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Cited in

(13)

• Solutions for a generalized fractional anomalous diffusion equation
• Correlated continuous time random walk and option pricing
• Effect of different waiting time processes with memory to anomalous diffusion dynamics in an external force fields
• Correlated continuous time random walk with time averaged waiting time
• Stretched Gaussian asymptotic behavior for fractional Fokker-Planck equation on fractal structure in external force fields
• Option pricing under the subordinated market models
• Option pricing based on modified advection-dispersion equation: stochastic representation and applications
• Explicit representations for multiscale Lévy processes and asymptotics of multifractal conservation laws
• On a problem of El-Metwally et al.
• Answer to an open problem proposed by E Barkai and J Klafter
• Heterogeneous memorized continuous time random walks in an external force fields
• Solutions for multidimensional fractional anomalous diffusion equations
• An answer to Demirci's open question, a clarification of his result, and a correction of his interpretation of the result

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