scholarly journals Fractional Fokker–Planck equation for fractal media

2005 ◽  
Vol 15 (2) ◽  
pp. 023102 ◽  
Author(s):  
Vasily E. Tarasov
Keyword(s):  
Planck Equation ◽  
Fractal Media ◽  
Fokker Planck Equation ◽  
Fokker Planck

scholarly journals THE FRACTIONAL CHAPMAN–KOLMOGOROV EQUATION

2007 ◽  
Vol 21 (04) ◽  
pp. 163-174 ◽  
Author(s):  
VASILY E. TARASOV
Keyword(s):  
Fractional Order ◽  
Planck Equation ◽  
Kolmogorov Equation ◽  
Fractional Integrals ◽  
Fractal Media ◽  
Fokker Planck Equation ◽  
Fokker Planck

The Chapman–Kolmogorov equation with fractional integrals is derived. An integral of fractional order is considered as an approximation of the integral on fractal. Fractional integrals can be used to describe the fractal media. Using fractional integrals, the fractional generalization of the Chapman–Kolmogorov equation is obtained. From the fractional Chapman–Kolmogorov equation, the Fokker–Planck equation is derived.

AN APPLICATION OF FOKKER–PLANCK EQUATION TO JOSEPHSON JUNCTION

1989 ◽  
Vol 9 (1) ◽  
pp. 109-120
Author(s):  
G. Liao ◽  
A.F. Lawrence ◽  
A.T. Abawi
Keyword(s):  
Josephson Junction ◽  
Planck Equation ◽  
Fokker Planck Equation ◽  
Fokker Planck

scholarly journals Time-changed fractional Ornstein-Uhlenbeck process

2020 ◽  
Vol 23 (2) ◽  
pp. 450-483 ◽  
Author(s):  
Giacomo Ascione ◽  
Yuliya Mishura ◽  
Enrica Pirozzi
Keyword(s):  
Planck Equation ◽  
Uhlenbeck Process ◽  
Fokker Planck Equation ◽  
Ornstein Uhlenbeck Process ◽  
Fokker Planck

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.

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