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Zhang, Yun-Xiu; Gu, Hui; Liang, Jin-Rong

Equivalence of subordinated processes with tempered \(\alpha\)-stable waiting times and fractional Fokker-Planck equations in space and time dependent fields. (English) Zbl 1327.82071

J. Stat. Phys. 159, No. 6, 1495-1503 (2015).
Summary: In this paper, we introduce a subordinated stochastic process controlled by tempered \(\alpha\)-stable waiting times and prove the equivalence of this process and the fractional Fokker-Planck equation with space and time dependent diffusion coefficients in the influence of an external space and time dependent force.

Cited in 1 Document

MSC:

82C31 Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics
35Q84 Fokker-Planck equations
35R11 Fractional partial differential equations
26A33 Fractional derivatives and integrals

Keywords:

subordinated processes; tempered \(\alpha\)-stable processes; fractional Fokker-Planck equation
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References:

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