Stochastic representation of a fractional subdiffusion equation. The case of infinitely divisible wa...
Stochastic representation of a fractional subdiffusion equation. The case of infinitely divisible waiting times, Lévy noise and space-time-dependent coefficients
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Providence, Rhode Island: American Mathematical Society
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English
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Providence, Rhode Island: American Mathematical Society
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In this paper we analyze a fractional Fokker-Planck equation describing subdiffusion in the general infinitely divisible (ID) setting. We show that in the case of space-time-dependent drift and diffusion and time-dependent jump coefficients, the corresponding stochastic process can be obtained by subordinating a two-dimensional system of Langevin e...
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Stochastic representation of a fractional subdiffusion equation. The case of infinitely divisible waiting times, Lévy noise and space-time-dependent coefficients
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TN_cdi_crossref_primary_10_1090_proc_12856
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_crossref_primary_10_1090_proc_12856
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0002-9939
E-ISSN
1088-6826
DOI
10.1090/proc/12856
