Stochastic representation of subdiffusion processes with time-dependent drift

DOI10.1016/j.spa.2009.05.006zbMath1180.60051OpenAlexW2130253079MaRDI QIDQ734633

Marcin Magdziarz

Publication date: 13 October 2009

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2009.05.006

zbMATH Keywords

fractional Fokker-Planck equationinverse subordinatorsubdiffusionfirst-passage time\(\alpha \)-stable distribution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic processes (60G99) Stable stochastic processes (60G52)

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