The subordinated processes controlled by a family of subordinators and corresponding Fokker-Planck type equations
Data(s) |
2014
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Resumo |
In this work, we consider subordinated processes controlled by a family of subordinators which consist of a power function of a time variable and a negative power function of an α-stable random variable. The effect of parameters in the subordinators on the subordinated process is discussed. By suitable variable substitutions and the Laplace transform technique, the corresponding fractional Fokker–Planck-type equations are derived. We also compute their mean square displacements in a free force field. By choosing suitable ranges of parameters, the resulting subordinated processes may be subdiffusive, normal diffusive or superdiffusive |
Identificador | |
Publicador |
Institute of Physics Publishing Ltd. |
Relação |
DOI:10.1088/1742-5468/2014/12/P12002 Shi, Long, Yu, Zuguo, Huang, Hai-Lan, Mao, Zhi, & Xiao, Aiguo (2014) The subordinated processes controlled by a family of subordinators and corresponding Fokker-Planck type equations. Journal of Statistical Mechanics: Theory and Experiment, 2014(Dec), pp. 1-12. |
Direitos |
© 2014 IOP Publishing Ltd and SISSA Medial |
Fonte |
School of Mathematical Sciences; Science & Engineering Faculty |
Palavras-Chave | #diffusion |
Tipo |
Journal Article |