Explicit form of the first-passage-time density for accelerating subdiffusion

DOI10.1016/J.PHYSA.2015.12.016zbMath1400.82227OpenAlexW2218082965MaRDI QIDQ1619176

Janusz Gajda, Wojciech Mydlarczyk

Publication date: 13 November 2018

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2015.12.016

zbMATH Keywords

subordinationfirst passage timefractional Fokker-Planck equation

Mathematics Subject Classification ID

Diffusion processes (60J60) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Mathematical methods for financial markets.
• Reaction-diffusion systems and nonlinear waves
• The Fokker-Planck equation. Methods of solution and applications.
• First passage time distribution of a modified fractional diffusion equation in the semi-infinite interval
• Anomalous diffusion approach to non-exponential relaxation in complex physical systems
• Langevin picture of subdiffusion with infinitely divisible waiting times
• A Guide to First-Passage Processes
• First-passage-time density and moments of the ornstein-uhlenbeck process
• Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
• FIRST PASSAGE TIME PROBLEM FOR BIASED CONTINUOUS-TIME RANDOM WALKS
• First-Passage Phenomena and Their Applications
• Burgers' turbulence problem with linear or quadratic external potential
• Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process¹
• On the fluctuations of sums of random variables
• Bernstein functions. Theory and applications
• The random walk's guide to anomalous diffusion: A fractional dynamics approach

This page was built for publication: Explicit form of the first-passage-time density for accelerating subdiffusion