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Fractional Fokker-Planck equation with space and time dependent drift and diffusion - MaRDI portal

Fractional Fokker-Planck equation with space and time dependent drift and diffusion (Q1938842)

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scientific article; zbMATH DE number 6138653
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English
Fractional Fokker-Planck equation with space and time dependent drift and diffusion
scientific article; zbMATH DE number 6138653

    Statements

    Fractional Fokker-Planck equation with space and time dependent drift and diffusion (English)
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    25 February 2013
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    anomalous diffusion equation
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    subordinated process
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    stochastic representation
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    numerical approximation
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