-
1
-
-
0000078998
-
From continuous time random walks to the fractional Fokker-Planck equation
-
E. Barkai R. Metzler J. Klafter 2000 From continuous time random walks to the fractional Fokker-Planck equation Phys. Rev. E 61 132 138
-
(2000)
Phys. Rev. e
, vol.61
, pp. 132-138
-
-
Barkai, E.1
Metzler, R.2
Klafter, J.3
-
2
-
-
0003975247
-
-
Cambridge University Press Cambridge
-
Bertoin, J.: Lévy Processes. Cambridge University Press, Cambridge (1996)
-
(1996)
Lévy Processes
-
-
Bertoin, J.1
-
5
-
-
21144431506
-
Levy-Driven Langevin Systems: Targeted Stochasticity
-
DOI 10.1023/A:1022894030773
-
I. Eliazar J. Klafter 2003 Lévy-driven Langevin systems: Targeted stochasticity J. Stat. Phys. 111 739 768 (Pubitemid 36370594)
-
(2003)
JOURNAL OF STATISTICAL PHYSICS
, vol.111
, Issue.3-4
, pp. 739-768
-
-
Eliazar, I.1
Klafter, J.2
-
7
-
-
34748840212
-
Use and abuse of a fractional Fokker-Planck dynamics for time-dependent driving
-
E. Heinsalu M. Patriarca I. Goychuk P. Hänggi 2007 Use and abuse of a fractional Fokker-Planck dynamics for time-dependent driving Phys. Rev. Lett. 99 120602
-
(2007)
Phys. Rev. Lett.
, vol.99
, pp. 120602
-
-
Heinsalu, E.1
Patriarca, M.2
Goychuk, I.3
Hänggi, P.4
-
9
-
-
47249110638
-
Generalized Mittag-Leffler relaxation: Clustering-jump continuous-time random walk approach
-
A. Jurlewicz K. Weron M. Teuerle 2008 Generalized Mittag-Leffler relaxation: Clustering-jump continuous-time random walk approach Phys. Rev. E 78 011103
-
(2008)
Phys. Rev. e
, vol.78
, pp. 011103
-
-
Jurlewicz, A.1
Weron, K.2
Teuerle, M.3
-
10
-
-
0003939997
-
-
Birkhäuser Boston
-
Kotz, S., Kozubowski, T.J., Podgórski, K.: The Laplace Distribution and Generalizations. A Revisit with Applications to Communications, Economics, Engineering and Finance. Birkhäuser, Boston (2001)
-
(2001)
The Laplace Distribution and Generalizations. A Revisit with Applications to Communications, Economics, Engineering and Finance
-
-
Kotz, S.1
Kozubowski, T.J.2
Podgórski, K.3
-
11
-
-
33645337381
-
A renewal-process-type expression for the moments of inverse subordinators
-
A.N. Lagerås 2005 A renewal-process-type expression for the moments of inverse subordinators J. Appl. Probab. 42 1134 1144
-
(2005)
J. Appl. Probab.
, vol.42
, pp. 1134-1144
-
-
Lagerås, A.N.1
-
12
-
-
85204076909
-
Stochastic representation of subdiffusion processes with time-dependent drift
-
submitted
-
Magdziarz, M.: Stochastic representation of subdiffusion processes with time-dependent drift. Stoch. Proc. Appl., submitted (2008)
-
(2008)
Stoch. Proc. Appl.
-
-
Magdziarz, M.1
-
13
-
-
56849094437
-
Equivalence of the fractional Fokker-Planck and subordinated Langevin equations: The case of a time-dependent force
-
M. Magdziarz A. Weron J. Klafter 2008 Equivalence of the fractional Fokker-Planck and subordinated Langevin equations: The case of a time-dependent force Phys. Rev. Lett. 101 210601
-
(2008)
Phys. Rev. Lett.
, vol.101
, pp. 210601
-
-
Magdziarz, M.1
Weron, A.2
Klafter, J.3
-
16
-
-
0002641421
-
The random walk's guide to anomalous diffusion: A fractional dynamics approach
-
R. Metzler J. Klafter 2000 The random walk's guide to anomalous diffusion: A fractional dynamics approach Phys. Rep. 339 1 77
-
(2000)
Phys. Rep.
, vol.339
, pp. 1-77
-
-
Metzler, R.1
Klafter, J.2
-
17
-
-
18144408075
-
Anomalous diffusion and relaxation close to thermal equilibrium: A fractional Fokker-Planck equation approach
-
R. Metzler E. Barkai J. Klafter 1999 Anomalous diffusion and relaxation close to thermal equilibrium: A fractional Fokker-Planck equation approach Phys. Rev. Lett. 82 3563 3567 (Pubitemid 129689269)
-
(1999)
Physical Review Letters
, vol.82
, Issue.18
, pp. 3563-3567
-
-
Metzler, R.1
Barkai, E.2
Klafter, J.3
-
22
-
-
33749485301
-
Field-induced dispersion in subdiffusion
-
I.M. Sokolov J. Klafter 2006 Field-induced dispersion in subdiffusion Phys. Rev. Lett. 97 140602
-
(2006)
Phys. Rev. Lett.
, vol.97
, pp. 140602
-
-
Sokolov, I.M.1
Klafter, J.2
-
23
-
-
56649084847
-
Diffusion and relaxation controlled by tempered-stable processes
-
A.A. Stanislavsky K. Weron A. Weron 2008 Diffusion and relaxation controlled by tempered-stable processes Phys. Rev. E 78 051106
-
(2008)
Phys. Rev. e
, vol.78
, pp. 051106
-
-
Stanislavsky, A.A.1
Weron, K.2
Weron, A.3
-
25
-
-
0030585552
-
On the Chambers-Mallows-Stuck method for simulating skewed stable random variables
-
DOI 10.1016/0167-7152(95)00113-1
-
R. Weron 1996 On the Chambers-Mallows-Stuck method for simulating skewed stable random variables Stat. Probab. Lett. 28 165 171 (Pubitemid 126163062)
-
(1996)
Statistics and Probability Letters
, vol.28
, Issue.2
, pp. 165-171
-
-
Weron, R.1
-
26
-
-
18444396631
-
Electronic foreign-exchange markets and passage events of independent subordinators
-
DOI 10.1239/jap/1110381376
-
M. Winkel 2005 Electronic foreign-exchange markets and passage events of independent subordinators J. Appl. Probab. 42 138 152 (Pubitemid 40653649)
-
(2005)
Journal of Applied Probability
, vol.42
, Issue.1
, pp. 138-152
-
-
Winkel, M.1
|