Feynman-Kac formula for tempered fractional general diffusion equations with nonautonomous external potential
DOI10.3934/DCDSB.2023150OpenAlexW4386487679MaRDI QIDQ6201362FDOQ6201362
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
Markov processFeynman-Kac formulainverse tempered \(\beta\)-stable subordinatornonautonomous external potentialtempered \(\beta\)-stable subordinatortempered fractional general diffusion equation
Processes with independent increments; Lévy processes (60G51) 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)
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