• Title of article

    Fokker–Planck type equations associated with fractional Brownian motion controlled by infinitely divisible processes

  • Author/Authors

    Gajda، نويسنده , , Janusz and Wy?oma?ska، نويسنده , , Agnieszka، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2014
  • Pages
    10
  • From page
    104
  • To page
    113
  • Abstract
    In this paper we study the anomalous diffusion process driven by fractional Brownian motion delayed by general infinitely divisible subordinator. We show the analyzed process is the stochastic representation of the Fokker–Planck type equation that describes the probability density function of an introduced model. Moreover, we study main characteristics of the examined process, the first two moments, that allow us in special cases for classification of it as a system with accelerating-subdiffusion property.
  • Keywords
    Fractional Brownian motion , Subordination , Fokker–Planck equations , Accelerating-subdiffusion
  • Journal title
    Physica A Statistical Mechanics and its Applications
  • Serial Year
    2014
  • Journal title
    Physica A Statistical Mechanics and its Applications
  • Record number

    1738333