First passage leapovers of Lévy flights and the proper formulation of absorbing boundary conditions

DOI10.1088/1751-8121/ab8b37OpenAlexW2985256294MaRDI QIDQ5870643

Asem Wardak

Publication date: 23 January 2023

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

Full work available at URL: https://arxiv.org/abs/1911.04311

zbMATH Keywords

stochastic analysisLévy flightsfirst passageleapovers

Mathematics Subject Classification ID

Quantum theory (81-XX) Statistical mechanics, structure of matter (82-XX)

Related Items (4)

Mean exit time in irregularly-shaped annular and composite disc domains ⋮ Extreme statistics of superdiffusive Lévy flights and every other Lévy subordinate Brownian motion ⋮ Fractional advection diffusion asymmetry equation, derivation, solution and application ⋮ Convergence of consistent and inconsistent schemes for fractional diffusion problems with boundaries

Uses Software

• Mathematica

Cites Work

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