Explicit form of the first-passage-time density for accelerating subdiffusion
type: Item
instance of: scholarly article
title: Explicit form of the first-passage-time density for accelerating subdiffusion
zbMATH Open document ID: 1400.82227
author: Janusz Gajda
author: Wojciech Mydlarczyk
published in: Physica A
publication date: 2018-11-13T00:00:00Z
Mathematics Subject Classification ID: 82C41
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 6977800
zbMATH Keywords: subordination
zbMATH Keywords: fractional Fokker-Planck equation
zbMATH Keywords: first passage time
MaRDI profile type: Publication
full work available at URL: j.physa.2015.12.016
OpenAlex ID: W2218082965
cites work: The random walk's guide to anomalous diffusion: A fractional dynamics approach
cites work: Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
cites work: Burgers' turbulence problem with linear or quadratic external potential
cites work: Langevin picture of subdiffusion with infinitely divisible waiting times
cites work: Anomalous diffusion approach to non-exponential relaxation in complex physical systems
cites work: FIRST PASSAGE TIME PROBLEM FOR BIASED CONTINUOUS-TIME RANDOM WALKS
cites work: First-Passage Phenomena and Their Applications
cites work: Mathematical methods for financial markets.
cites work: Q4714465
cites work: First-passage-time density and moments of the ornstein-uhlenbeck process
cites work: First passage time distribution of a modified fractional diffusion equation in the semi-infinite interval
cites work: On the fluctuations of sums of random variables
cites work: Q5832682
cites work: Q4937701
cites work: The Fokker-Planck equation. Methods of solution and applications.
cites work: Q5699297
cites work: Reaction-diffusion systems and nonlinear waves
cites work: Q4765076
cites work: Bernstein functions. Theory and applications
cites work: Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process1
cites work: A guide to first-passage processes
DOI: 10.1016/J.PHYSA.2015.12.016
description: scientific article; zbMATH DE number 6977800