The subordinated processes controlled by a family of subordinators and corresponding Fokker-Planck type equations


Autoria(s): Shi, Long; Yu, Zuguo; Huang, Hai-Lan; Mao, Zhi; Xiao, Aiguo
Data(s)

2014

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

http://eprints.qut.edu.au/88541/

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