Feynman-Kac formula for tempered fractional general diffusion equations with nonautonomous external potential

DOI10.3934/DCDSB.2023150MaRDI QIDQ6201362zbMATH OpenOpenAlexFDO

Authors Lijuan Zhang, Yejuan Wang

Publication date 20 February 2024

Published in Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/dcdsb.2023150

zbMATH Keywords

Feynman-Kac formulainverse tempered \(\beta\)-stable subordinatorMarkov processnonautonomous external potentialtempered \(\beta\)-stable subordinatortempered fractional general diffusion equation

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Fractional partial differential equations (35R11) Processes with independent increments; Lévy processes (60G51) Applications of stochastic analysis (to PDEs, etc.) (60H30) Anomalous diffusion models (subdiffusion, superdiffusion, continuous-time random walks, etc.) (60K50)

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Cited in

(4)

• Feynman-Kac formula for general diffusion equations driven by TFBM with Hurst index \(H \in (0,1)\)
• Feynman-Kac formula for tempered fractional general diffusion equations driven by TFBM
• Well-posedness of time-fractional systems in vector-valued Hölder spaces
• Well-posedness and regularity analyses for nonlocal nonautonomous system

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