Feynman–Kac equations for reaction and diffusion processes

DOI10.1088/1751-8121/AAB1AFzbMath1390.35153arXiv1706.01512OpenAlexW3104491097MaRDI QIDQ4639621

Weihua Deng, Ru Hou

Publication date: 9 May 2018

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.01512

zbMATH Keywords

Feynman-Kac equationdistribution of functionalreaction and diffusion process

Mathematics Subject Classification ID

Reaction-diffusion equations (35K57) Interface problems; diffusion-limited aggregation in time-dependent statistical mechanics (82C24)

Related Items (2)

Subdiffusion in the presence of reactive boundaries: a generalized Feynman-Kac approach ⋮ Numerical algorithms of the two-dimensional Feynman-Kac equation for reaction and diffusion processes

Cites Work

• On distributions of functionals of anomalous diffusion paths
• Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
• Residence time statistics for normal and fractional diffusion in a force field
• A Guide to First-Passage Processes
• Fractional Feynman–Kac Equation for Anomalous Diffusion Functionals
• First-passage time of Markov processes to moving barriers
• Feynman–Kac equation for anomalous processes with space- and time-dependent forces
• On Distributions of Certain Wiener Functionals
• The random walk's guide to anomalous diffusion: A fractional dynamics approach

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