scholarly journals Higher Order Mixed-Moment Approximations for the Fokker--Planck Equation in One Space Dimension

2014 ◽  
Vol 74 (4) ◽  
pp. 1087-1114 ◽  
Author(s):  
Florian Schneider ◽  
Graham Alldredge ◽  
Martin Frank ◽  
Axel Klar
Keyword(s):  
Space Dimension ◽  
Planck Equation ◽  
Higher Order ◽  
Fokker Planck Equation ◽  
Mixed Moment ◽  
Fokker Planck ◽  
One Space Dimension

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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