Non-homogeneous random walks, generalised master equations, fractional Fokker-Planck equations, and the generalised Kramers-Moyal expansion

R. Metzler

The European Physical Journal B: Condensed Matter and Complex Systems, 2001, vol. 19, issue 2, 249-258

Keywords: PACS. 05.10.Gg Stochastic analysis methods (Fokker-Planck; Langevin; etc.) – 05.40.Fb Random walks and Lévy flights – 05.60.-k Transport processes – 02.50.Ey Stochastic processes (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s100510170333

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