The subordinated processes controlled by a family of subordinators and corresponding Fokker-Planck type equations
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.
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
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|Item Type:||Journal Article|
|Divisions:||Current > Schools > School of Mathematical Sciences
Current > QUT Faculties and Divisions > Science & Engineering Faculty
|Copyright Owner:||© 2014 IOP Publishing Ltd and SISSA Medial|
|Deposited On:||10 Nov 2015 02:28|
|Last Modified:||10 Nov 2015 02:28|
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