EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Fractional Fokker–Planck equation"
Narrow search

Narrow search

Year of publication
Subject
All
Fractional Fokker–Planck equation 8 Subdiffusion 3 Subdiffusive bistable systems 3 Black-Scholes model 2 Fractional Fokker-Planck equation 2 fractional Fokker–Planck equation 2 martingale measure 2 time-changed Brownian motion 2 Aging 1 Aperiodic stochastic resonance 1 Bachelier model 1 Bistable system 1 CEV 1 Comb-like structure 1 Complex fractional moments 1 Continuous-time random walks 1 Estimation 1 Fokker–Planck equation 1 Fractional Fokker–Planck equation with sinks 1 Fractional Hamilton-Jacobi-Bellman equation 1 Game theory 1 Gibbs–Boltzmann equillibrium 1 Infinitely divisible distribution 1 Langevin equation 1 Lévy flights 1 Lévy noise 1 Monte Carlo simulation 1 Nonlinear systems 1 Optimal control 1 Option pricing 1 Option pricing theory 1 Optionspreistheorie 1 Random walks 1 Schätzung 1 Spieltheorie 1 Stable initial conditions 1 Stochastic resonance 1 Subordinator 1 Tempered stable distribution 1 The operator method 1
more ... less ...
Online availability
All
Undetermined 12 Free 3
Type of publication
All
Article 11 Book / Working Paper 4
Type of publication (narrower categories)
All
Article in journal 2 Aufsatz in Zeitschrift 2
Language
All
Undetermined 13 English 2
Author
All
Liu, K.L. 2 Magdziarz, Marcin 2 Orzel, Sebastian 2 Weron, Aleksander 2 Abulwafa, E.M. 1 Alotta, G. 1 Blumen, A. 1 Camilli, Fabio 1 Chechkin, A.V. 1 Chow, C.W 1 Di Paola, M. 1 El-Wakil, S.A. 1 Gajda, Janusz 1 Gonchar, V. Yu. 1 Janczura, Joanna 1 Klafter, J. 1 Klafter, Joseph 1 Liu, Allen 1 Liu, K.L 1 Metzler, Ralf 1 So, F. 1 Sokolov, I.M. 1 Tang, Qing 1 Tong, Kevin Z. 1 Wyłomańska, Agnieszka 1 Xu, Bohou 1 Yim, M.Y. 1 Zahran, M.A. 1 Zeng, Lingzao 1 del-Castillo-Negrete, D. 1
more ... less ...
Institution
All
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
All
Physica A: Statistical Mechanics and its Applications 9 HSC Research Reports 3 Dynamic games and applications : DGA 1 International journal of financial engineering 1 MPRA Paper 1
Source
All
RePEc 13 ECONIS (ZBW) 2
Showing 11 - 15 of 15
Cover Image
A study of the subdiffusive fractional Fokker–Planck equation of bistable systems
So, F.; Liu, K.L. - In: Physica A: Statistical Mechanics and its Applications 331 (2004) 3, pp. 378-390
We study the dynamical properties of bistable systems described by the one-dimensional subdiffusive fractional Fokker–Planck … equation, for the natural boundary conditions as well as the absorbing boundary conditions. We have investigated the …
Persistent link: https://www.econbiz.de/10011059005
Saved in:
Cover Image
Fokker–Planck equation and subdiffusive fractional Fokker–Planck equation of bistable systems with sinks
Chow, C.W; Liu, K.L - In: Physica A: Statistical Mechanics and its Applications 341 (2004) C, pp. 87-106
as systems described by the subdiffusive fractional Fokker–Planck equation (SFFPE), with a confining potential U(x) and …
Persistent link: https://www.econbiz.de/10010588600
Saved in:
Cover Image
The diffusion-drift equation on comb-like structure
El-Wakil, S.A.; Zahran, M.A.; Abulwafa, E.M. - In: Physica A: Statistical Mechanics and its Applications 303 (2002) 1, pp. 27-34
From the generalized scheme of random walks on the comb-like structure, one can obtain the fractional Fokker–Planck … equation in the domain of fractal time evolution with critical exponent β(0<β⩽1). The operator method for the moments …
Persistent link: https://www.econbiz.de/10011060422
Saved in:
Cover Image
Lévy meets Boltzmann: strange initial conditions for Brownian and fractional Fokker–Planck equations
Metzler, Ralf; Klafter, Joseph - In: Physica A: Statistical Mechanics and its Applications 302 (2001) 1, pp. 290-296
We study normal and anomalous diffusion processes with initial conditions of the broad Lévy type, i.e., with such initial conditions which, per se, exhibit a diverging variance. In the force-free case, the behaviour of the associated probability density function features distinct shoulders...
Persistent link: https://www.econbiz.de/10010589809
Saved in:
Cover Image
Linear response in complex systems: CTRW and the fractional Fokker–Planck equations
Sokolov, I.M.; Blumen, A.; Klafter, J. - In: Physica A: Statistical Mechanics and its Applications 302 (2001) 1, pp. 268-278
We consider the linear response of systems modelled by continuous-time random walks (CTRW) and by fractional Fokker–Planck equations under the influence of time-dependent external fields. We calculate the corresponding response functions explicitly. The CTRW curve exhibits aging, i.e., it is...
Persistent link: https://www.econbiz.de/10010590459
Saved in:
  • First
  • Prev
  • 1
  • 2
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...