Aging Feynman–Kac equation
From MaRDI portal
Publication:4606136
DOI10.1088/1751-8121/AA9469zbMath1390.60306arXiv1707.00915OpenAlexW2728410330MaRDI QIDQ4606136
Publication date: 1 March 2018
Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1707.00915
Applications of renewal theory (reliability, demand theory, etc.) (60K10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Renewal theory (60K05)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The Pricing of Options and Corporate Liabilities
- Effects of the tempered aging and the corresponding Fokker-Planck equation
- On distributions of functionals of anomalous diffusion paths
- Tempering stable processes
- On certain functionals of the maximum of Brownian motion and their applications
- Continuous-time random walk and parametric subordination in fractional diffusion
- Heavy-tails and regime-switching in electricity prices
- Residence time statistics for normal and fractional diffusion in a force field
- A Guide to First-Passage Processes
- Random Walks on Lattices. II
- A new integral equation for the evaluation of first-passage-time probability densities
- Models of traps and glass phenomenology
- A limit theorem for sojourns near indifferent fixed points of one-dimensional maps
- An Introduction to Laplace Transforms and Fourier Series
- Ageing first passage time density in continuous time random walks and quenched energy landscapes
- Fractional Brownian Motions, Fractional Noises and Applications
- An Occupation Time Theorem for A Class of Stochastic Processes
- On Distributions of Certain Wiener Functionals
- First Steps in Random Walks
- Statistics of the occupation time of renewal processes
- Linear response in complex systems: CTRW and the fractional Fokker-Planck equations
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
This page was built for publication: Aging Feynman–Kac equation