Fokker-Planck type equations associated with fractional Brownian motion controlled by infinitely divisible processes

DOI10.1016/j.physa.2014.03.016zbMath1395.60045OpenAlexW1986491594MaRDI QIDQ1782803

Agnieszka Wyłomańska, Janusz Gajda

Publication date: 20 September 2018

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

Full work available at URL: https://doi.org/10.1016/j.physa.2014.03.016

zbMATH Keywords

subordinationfractional Brownian motionFokker-Planck equationsaccelerating-subdiffusion

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Fractional processes, including fractional Brownian motion (60G22) Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Fokker-Planck equations (35Q84)

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