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
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