Can I read First Passage Time Problem for Biased Continuous-time Random Walks on EtoBox?

First Passage Time Problem for Biased Continuous-time Random Walks by Rangarajan, Govindan; Ding, Mingzhou is a scholarly article available to read on EtoBox.

What is First Passage Time Problem for Biased Continuous-time Random Walks about?

We study the first passage time (FPT) problem for biased continuous time random walks. Using the recently formulated framework of fractional Fokker-Planck equations, we obtain the Laplace transform of the FPT density function when the bias is constant. When the bias depends linearly on the position, the full FPT density function is derived in terms of Hermite polynomials and generalized Mittag-Leffler functions.

Author

Rangarajan, Govindan; Ding, Mingzhou

Published

2001

Language

EN