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

DOI10.1007/s10955-012-0618-3zbMath1260.82064OpenAlexW1968203810MaRDI QIDQ1938842

Wei-Yuan Qiu, Fu-Yao Ren, Long-Jin Lv

Publication date: 25 February 2013

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10955-012-0618-3

zbMATH Keywords

numerical approximationstochastic representationanomalous diffusion equationsubordinated process

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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