scholarly journals Local and global solution for a nonlocal Fokker–Planck equation related to the adaptive biasing force process

2016 ◽  
Vol 260 (9) ◽  
pp. 7032-7058 ◽  
Author(s):  
Houssam Alrachid ◽  
Tony Lelièvre ◽  
Raafat Talhouk

1989 ◽  
Vol 9 (1) ◽  
pp. 109-120
Author(s):  
G. Liao ◽  
A.F. Lawrence ◽  
A.T. Abawi


1998 ◽  
Vol 168 (4) ◽  
pp. 475 ◽  
Author(s):  
A.I. Olemskoi




2020 ◽  
Vol 23 (2) ◽  
pp. 450-483 ◽  
Author(s):  
Giacomo Ascione ◽  
Yuliya Mishura ◽  
Enrica Pirozzi

AbstractWe define a time-changed fractional Ornstein-Uhlenbeck process by composing a fractional Ornstein-Uhlenbeck process with the inverse of a subordinator. Properties of the moments of such process are investigated and the existence of the density is shown. We also provide a generalized Fokker-Planck equation for the density of the process.



2019 ◽  
Vol 52 (8) ◽  
pp. 085002 ◽  
Author(s):  
R J Martin ◽  
R V Craster ◽  
A Pannier ◽  
M J Kearney




1983 ◽  
Vol 32 (3) ◽  
pp. 545-553 ◽  
Author(s):  
M. C. Valsakumar


1983 ◽  
Vol 28 (3) ◽  
pp. 1659-1661 ◽  
Author(s):  
S. Waldenstrøm ◽  
K. J. Mork ◽  
K. Razi Naqvi


2004 ◽  
Vol 49 (3) ◽  
pp. 139-142
Author(s):  
P. A. Zakharchenko ◽  
E. V. Radkevich


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