Exact propagator for a Fokker-Planck equation, first passage time distribution, and anomalous diffusion
DOI10.1063/1.3621823zbMath1272.35185OpenAlexW2083409406MaRDI QIDQ2849724
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Publication date: 24 September 2013
Published in: Journal of Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/652b4a4da1a4e15c878fecd4fa10a50545ef306b
Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Transport processes in time-dependent statistical mechanics (82C70) Interface problems; diffusion-limited aggregation in time-dependent statistical mechanics (82C24) Fokker-Planck equations (35Q84)
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