Feynman–Kac equation for anomalous processes with space- and time-dependent forces
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Publication:5267834
DOI10.1088/1751-8121/aa5a97zbMath1368.82021arXiv1701.01641OpenAlexW3102247295MaRDI QIDQ5267834
Publication date: 13 June 2017
Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1701.01641
Processes with independent increments; Lévy processes (60G51) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41) Statistical thermodynamics (82B30) Fokker-Planck equations (35Q84)
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