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Generalized Einstein relation and the Metzler–Klafter conjecture in a composite-subdiffusive regime

Pan Hua, Wei-Yuan Qiu, Fu-Yao Ren and Long-Jin Lv

Physica A: Statistical Mechanics and its Applications, 2011, vol. 390, issue 16, 2920-2925

Abstract: In this paper, a generalized diffusion model driven by the composite-subdiffusive fractional Brownian motion (FBM) is employed. Based on this stochastic process, we derive a fractional Fokker–Planck equation (FFPE) and obtain its solution. It is proved that the Generalized Einstein Relation (GER) and the Metzler and Klafter conjecture on the asymptotic behavior of stretched Gaussian hold the FFPE in a composite-subdiffusive regime.

Keywords: Fractional Brownian motion; Fractional Fokker–Plank equation (FFPE); Generalized Einstein relation (GER); Asymptotic behavior (search for similar items in EconPapers)
Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:390:y:2011:i:16:p:2920-2925

DOI: 10.1016/j.physa.2011.03.034

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