Feynman--Kac Transform for Anomalous Processes
DOI10.1137/21M1401528zbMath1481.60203OpenAlexW3207918961MaRDI QIDQ5158397
Weihua Deng, Zhen-Qing Chen, Peng-Bo Xu
Publication date: 22 October 2021
Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/21m1401528
Markov processsubordinatorfractional derivativeinverse subordinatorFeynman-Kac transformtime fractional equationanomalous process
Fractional derivatives and integrals (26A33) Applications of stochastic analysis (to PDEs, etc.) (60H30) Fractional partial differential equations (35R11) Anomalous diffusion models (subdiffusion, superdiffusion, continuous-time random walks, etc.) (60K50)
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Cites Work
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