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zbMath1084.82009MaRDI QIDQ3365735

Mingzhou Ding, Govindan Rangarajan

Publication date: 23 January 2006

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

diffusion Fokker-Planck equation Brownian motion random walk first passage time Lévy process fractional Fokker-Planck equation subdiffusion H-function Lévy anomalous diffusion

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stable stochastic processes (60G52)

Related Items (1)

On the correspondence between a large class of dynamical systems and stochastic processes described by the generalized Fokker–Planck equation with state-dependent diffusion and drift coefficients

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