Non-Markovian Fokker-Planck equation: solutions and first passage time distribution.

2006 
: We investigate the solutions and first passage time distribution for an anomalous diffusion process governed by a generalized non-Markovian Fokker-Planck equation. In our analysis, we also consider the presence of external forces and absorbent (source) terms. In addition, we show that a rich class of diffusive processes, including normal and anomalous ones, can be obtained from the solutions found here.
    • Correction
    • Source
    • Cite
    • Save
    • Machine Reading By IdeaReader
    41
    References
    11
    Citations
    NaN
    KQI
    []