科研之友
微信
新浪微博
Facebook
分享链接
摘要
In this paper, we present a stochastic model which is a normal diffusion interrupted by events lasting some period of time during which particle does not move. We assume, that waiting time is described by a one-sided Levy alpha-stable distribution. For large times, we derive fractional differential equation (FDE) describing evolution of probability density. This asymptotic form is determined by parameters describing underlying stochastic motion. We also show density evolution according to fractional differential equation for asymptotic model and obtain a solution for various model parameters.
- 出版日期2013-5
