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arXiv · 1411.3488

The subordinated processes controlled by a family of subordinators and corresponding Fokker-Planck type equations

Long Shi·Zu-Guo Yu·Hai-Lan Huang·Zhi Mao·Ai-Guo Xiao
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Abstract

In this work, we consider subordinated processes controlled by a family of subordinators which consist of a power function of time variable and a negative power function of $\alpha-$stable random variable. The effect of parameters in the subordinators on the subordinated process is discussed. By suitable variable substitutions and Laplace transform technique, the corresponding fractional Fokker-Planck-type equations are derived. We also compute their mean square displacements in a free force field. By choosing suitable ranges of parameters, the resulting subordinated processes may be subdiffusive, normal diffusive or superdiffusive.

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Long Shi, Zu-Guo Yu, Hai-Lan Huang, Zhi Mao, Ai-Guo Xiao. 2014-11-13. The subordinated processes controlled by a family of subordinators and corresponding Fokker-Planck type equations. https://doi.org/10.1088/1742-5468%2F2014%2F12%2Fp12002

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