Generalized Einstein relation and the Metzler–Klafter conjecture in a composite-subdiffusive regime

In this paper, a generalized diffusion model driven by the composite-subdiffusive fractional Brownian motion (FBM) is employed. Based on this stochastic process, we derive a fractional Fokker–Planck equation (FFPE) and obtain its solution. It is proved that the Generalized Einstein Relation (GER) and the Metzler and Klafter conjecture on the asymptotic behavior of stretched Gaussian hold the FFPE in a composite-subdiffusive regime.

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Year of publication:	2011
Authors:	Hua, Pan ; Qiu, Wei-Yuan ; Ren, Fu-Yao ; Lv, Long-Jin
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 390.2011, 16, p. 2920-2925
Publisher:	Elsevier
Subject:	Fractional Brownian motion \| Fractional Fokker–Plank equation (FFPE) \| Generalized Einstein relation (GER) \| Asymptotic behavior

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010591000