کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
977317 1480168 2014 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Fokker–Planck type equations associated with fractional Brownian motion controlled by infinitely divisible processes
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات فیزیک ریاضی
پیش نمایش صفحه اول مقاله
Fokker–Planck type equations associated with fractional Brownian motion controlled by infinitely divisible processes
چکیده انگلیسی


• The subordinated fractional Brownian motion with general inverse general subordinator is examined.
• We present the corresponding fractional Fokker–Planck type equation.
• We analyze main statistical properties of the considered system.
• In a special case we classify the examined process as accelerating-subdiffusion system.
• We present the simulation procedure.

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.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Physica A: Statistical Mechanics and its Applications - Volume 405, 1 July 2014, Pages 104–113
نویسندگان
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