Fractional compound Poisson processes with multiple internal states

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creativework.keywordsFirst passage time, Fractional compound Poisson processes, Generalized Feynman-Kac equation, Generalized Fokker-Planck equation, Non-repeat random walk
creativework.publisherEDP Sciencesen
dc.contributor.authorAtangana A.
dc.contributor.authorMophou G.
dc.contributor.authorHristov J.
dc.contributor.authorHammouch Z.
dc.contributor.authorXu P.
dc.contributor.authorDeng W.
dc.date.accessioned2024-07-10T14:27:04Z
dc.date.accessioned2024-07-10T14:48:57Z
dc.date.available2024-07-10T14:27:04Z
dc.date.available2024-07-10T14:48:57Z
dc.date.issued2018-01-01
dc.description.abstractFor the particles undergoing the anomalous diffusion with different waiting time distributions for different internal states, we derive the Fokker-Planck and Feymann-Kac equations, respectively, describing positions of the particles and functional distributions of the trajectories of particles; in particular, the equations governing the functional distribution of internal states are also obtained. The dynamics of the stochastic processes are analyzed and the applications, calculating the distribution of the first passage time and the distribution of the fraction of the occupation time, of the equations are given. For the further application of the newly built models, we make very detailed discussions on the none-immediately-repeated stochastic process, e.g., the random walk of smart animals.
dc.identifier.doi10.1051/mmnp/2018001
dc.identifier.issn1760-6101
dc.identifier.issn0973-5348
dc.identifier.scopusSCOPUS_ID:85045219638en
dc.identifier.urihttps://rlib.uctm.edu/handle/123456789/461
dc.language.isoen
dc.source.urihttps://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85045219638&origin=inward
dc.titleFractional compound Poisson processes with multiple internal states
dc.typeArticle
oaire.citation.issue1
oaire.citation.volume13
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