Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
471966 | Computers & Mathematics with Applications | 2016 | 16 Pages |
Abstract
In this paper, we present a study on generalized local and nonlocal equations for some stochastic processes. By considering the net flux change in a region determined by the transition probability, we derive the master equation to describe the evolution of the probability density function. Some examples, such as classical Fokker–Planck equations, models for Lévy process, and stochastic coagulation equations, are provided as illustrations. A particular application is a consistent derivation of coupled dynamical systems for spatially inhomogeneous stochastic coagulation processes.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Yanxiang Zhao, Jiakou Wang, Yanping Ma, Qiang Du,