Fractional backward Kolmogorov equations
This paper derives the fractional backward Kolmogorov equations in fractal space-time based on the construction of a model for dynamic trajectories. It shows that for the type of fractional backward Kolmogorov equation in the fractal time whose coefficient functions are independent of time, its solu...
Saved in:
| Published in | Chinese physics B Vol. 21; no. 6; pp. 1 - 5 |
|---|---|
| Main Author | |
| Format | Journal Article |
| Language | English |
| Published |
01.06.2012
|
| Subjects | |
| Online Access | Get full text |
| ISSN | 1674-1056 2058-3834 1741-4199 |
| DOI | 10.1088/1674-1056/21/6/060201 |
Cover
| Abstract | This paper derives the fractional backward Kolmogorov equations in fractal space-time based on the construction of a model for dynamic trajectories. It shows that for the type of fractional backward Kolmogorov equation in the fractal time whose coefficient functions are independent of time, its solution is equal to the transfer probability density function of the subordinated process X（Sα （t））, the subordinator Sα （t） is termed as the inverse-time a-stable subordinator and the process X（τ） satisfies the corresponding time homogeneous Ito stochastic differential equation. |
|---|---|
| AbstractList | This paper derives the fractional backward Kolmogorov equations in fractal space-time based on the construction of a model for dynamic trajectories. It shows that for the type of fractional backward Kolmogorov equation in the fractal time whose coefficient functions are independent of time, its solution is equal to the transfer probability density function of the subordinated process X(S sub( alpha ) (t)), the subordinator S sub( alpha )(t ) is termed as the inverse-time alpha -stable subordinator and the process X([tau]) satisfies the corresponding time homogeneous Ito stochastic differential equation. This paper derives the fractional backward Kolmogorov equations in fractal space-time based on the construction of a model for dynamic trajectories. It shows that for the type of fractional backward Kolmogorov equation in the fractal time whose coefficient functions are independent of time, its solution is equal to the transfer probability density function of the subordinated process X（Sα （t））, the subordinator Sα （t） is termed as the inverse-time a-stable subordinator and the process X（τ） satisfies the corresponding time homogeneous Ito stochastic differential equation. |
| Author | 张红 李国华 罗懋康 |
| AuthorAffiliation | College of Mathematics, Sichuan University, Chengdu 610064, China |
| Author_xml | – sequence: 1 fullname: 张红 李国华 罗懋康 |
| BookMark | eNqFkE9PwzAMxSM0JLbBR0AaNy5ldtL8qTihiQFiEhc4R2majkLXbEkH4tvTbtMOXDhZlt_P9nsjMmh84wi5RLhBUGqKQqYJAhdTilMxBQEU8IQMKXCVMMXSARkeNWdkFOMHgECgbEiu58HYtvKNqSe5sZ_fJhSTZ1-v_NIH_zVxm63px_GcnJamju7iUMfkbX7_OntMFi8PT7O7RWIZ0jbhNnVoEKVU0hXQNc5CmhfWZmkJZZ5xaqQCFGWOFoywKc8pqEKUGWRFKdi4e2m3dx38Zutiq1dVtK6uTeP8NmqUnHEQCtJOyvdSG3yMwZV6HaqVCT8aQffJ6N617l1rilrofTIdd_uHs1W7c9kGU9X_0lcH-t03y03VLI9nUyq5BMnYLzNydRk |
| CitedBy_id | crossref_primary_10_1088_1674_1056_21_12_128901 crossref_primary_10_1007_s00707_013_0826_1 |
| ContentType | Journal Article |
| DBID | 2RA 92L CQIGP ~WA AAYXX CITATION 7U5 8FD H8D L7M |
| DOI | 10.1088/1674-1056/21/6/060201 |
| DatabaseName | 维普_期刊 中文科技期刊数据库-CALIS站点 维普中文期刊数据库 中文科技期刊数据库- 镜像站点 CrossRef Solid State and Superconductivity Abstracts Technology Research Database Aerospace Database Advanced Technologies Database with Aerospace |
| DatabaseTitle | CrossRef Aerospace Database Solid State and Superconductivity Abstracts Technology Research Database Advanced Technologies Database with Aerospace |
| DatabaseTitleList | Aerospace Database |
| DeliveryMethod | fulltext_linktorsrc |
| Discipline | Physics |
| DocumentTitleAlternate | Fractional backward Kolmogorov equations |
| EISSN | 2058-3834 1741-4199 |
| EndPage | 5 |
| ExternalDocumentID | 10_1088_1674_1056_21_6_060201 42757073 |
| GroupedDBID | 02O 1JI 1WK 29B 2RA 4.4 5B3 5GY 5VR 5VS 5ZH 6J9 7.M 7.Q 92L AAGCD AAJIO AAJKP AALHV AATNI ABHWH ABJNI ABQJV ACAFW ACGFS ACHIP AEFHF AENEX AFUIB AFYNE AHSEE AKPSB ALMA_UNASSIGNED_HOLDINGS ASPBG ATQHT AVWKF AZFZN BBWZM CCEZO CCVFK CEBXE CHBEP CJUJL CQIGP CRLBU CS3 DU5 EBS EDWGO EJD EMSAF EPQRW EQZZN FA0 FEDTE HAK HVGLF IJHAN IOP IZVLO JCGBZ KNG KOT M45 N5L NT- NT. PJBAE Q02 RIN RNS ROL RPA RW3 SY9 TCJ TGP UCJ W28 ~WA -SA -S~ AAYXX ACARI ADEQX AERVB AGQPQ AOAED ARNYC CAJEA CITATION Q-- U1G U5K 7U5 8FD AEINN H8D L7M |
| ID | FETCH-LOGICAL-c312t-5c4e1a117787ed04e1ec04bdcc94f0fb952a78016fb1c0a6c45b208d6f909df63 |
| ISSN | 1674-1056 |
| IngestDate | Thu Sep 04 23:18:13 EDT 2025 Thu Apr 24 23:03:09 EDT 2025 Tue Jul 01 04:00:00 EDT 2025 Wed Feb 14 10:45:42 EST 2024 |
| IsPeerReviewed | true |
| IsScholarly | true |
| Issue | 6 |
| Language | English |
| LinkModel | OpenURL |
| MergedId | FETCHMERGED-LOGICAL-c312t-5c4e1a117787ed04e1ec04bdcc94f0fb952a78016fb1c0a6c45b208d6f909df63 |
| Notes | Zhang Hong, Li Guo-Hua, and Luo Mao-Kang（College of Mathematics, Sichuan University, Chengdu 610064, China） anomalous diffusive, fractional backward Kolmogorov equations, subordinated process This paper derives the fractional backward Kolmogorov equations in fractal space-time based on the construction of a model for dynamic trajectories. It shows that for the type of fractional backward Kolmogorov equation in the fractal time whose coefficient functions are independent of time, its solution is equal to the transfer probability density function of the subordinated process X（Sα （t））, the subordinator Sα （t） is termed as the inverse-time a-stable subordinator and the process X（τ） satisfies the corresponding time homogeneous Ito stochastic differential equation. 11-5639/O4 ObjectType-Article-1 SourceType-Scholarly Journals-1 ObjectType-Feature-2 content type line 23 |
| PQID | 1753506804 |
| PQPubID | 23500 |
| PageCount | 5 |
| ParticipantIDs | proquest_miscellaneous_1753506804 crossref_primary_10_1088_1674_1056_21_6_060201 crossref_citationtrail_10_1088_1674_1056_21_6_060201 chongqing_primary_42757073 |
| ProviderPackageCode | CITATION AAYXX |
| PublicationCentury | 2000 |
| PublicationDate | 2012-06-01 |
| PublicationDateYYYYMMDD | 2012-06-01 |
| PublicationDate_xml | – month: 06 year: 2012 text: 2012-06-01 day: 01 |
| PublicationDecade | 2010 |
| PublicationTitle | Chinese physics B |
| PublicationTitleAlternate | Chinese Physics |
| PublicationYear | 2012 |
| SSID | ssj0061023 ssib054405859 ssib000804704 |
| Score | 1.9282534 |
| Snippet | This paper derives the fractional backward Kolmogorov equations in fractal space-time based on the construction of a model for dynamic trajectories. It shows... |
| SourceID | proquest crossref chongqing |
| SourceType | Aggregation Database Enrichment Source Index Database Publisher |
| StartPage | 1 |
| SubjectTerms | Construction Differential equations Dynamics Fractal analysis Fractals Kolmogorov Mathematical analysis Mathematical models Probability density functions Stochasticity 分形空间 分数 反时限 时间 柯尔莫哥洛夫 概率密度函数 随机微分方程 |
| Title | Fractional backward Kolmogorov equations |
| URI | http://lib.cqvip.com/qk/85823A/201206/42757073.html https://www.proquest.com/docview/1753506804 |
| Volume | 21 |
| hasFullText | 1 |
| inHoldings | 1 |
| isFullTextHit | |
| isPrint | |
| link | http://utb.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwnR3LbtswTNg6DNhl2BNL90AGTMCAwo2l6Hm0Gwfdhj0OLdCbEMt2d-jiNU122NePVCzHBYq9Loai0JRDMiRNkRQhb_SUa-29TnitmkRIBn8pMLNJKbhnypSVCbvnHz-p41Px_kye7fJ0Q3XJujz0P2-sK_kfrsIc8BWrZP-Bsz1SmIAx8BeuwGG4_hWP56ttWQKQucQ4HIYEPrQX39rzdtX-OKgvN4N4XOeB0kLQ3NBsRgtJbU5zGGhqLM0sDmxKjcppMaf5EbUZLQw1AMRooahV1OgO2vQpsIgHYLMUv8kzmvGDADyjphisIanBmYMANaNWIxCgA-yIIKO5HkYgMJUjZkp1SlNpAepcdi2twxxPpUmmMVDZaVrOBhI1VJtsYH_ljYodlCHGGOJKWMeCmj5sPilwednOnvVZhoJrqUGF3SZ3QCDDJv67z1-inVbYtAJfxyPOWN9lzKSfm3A2UZPtCth942u7PL8En-K6F3PdiAfP5OQBud-9UoyzrXw8JLfq5SNyN6T2-qvH5O1OSsZRSsY7KRn3UvKEnM6Lk6PjpDsfI_FTxteJ9KJmC9x1N7quUvhQ-1SUlfdWNGlTWskXGjwQ1ZTMpwvlhSx5airV2NRWjZo-JXvLdlk_I2NwsjVW9BhRGeF5swBV71M_BVspS1WzEdnvf7v7vu2D4iJ9R0REYjjfdZbHA04uXMhwMMYhPR3S03HmlNvSc0QO-9siyj_c8DpS2oESxJ2txbJuN1cO281KPEVG7P_uQZ-Tezv5fUH21qtN_RJ8ynX5KojGLw1_Wag |
| linkProvider | IOP Publishing |
| openUrl | ctx_ver=Z39.88-2004&ctx_enc=info%3Aofi%2Fenc%3AUTF-8&rfr_id=info%3Asid%2Fsummon.serialssolutions.com&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.atitle=Fractional+backward+Kolmogorov+equations&rft.jtitle=%E4%B8%AD%E5%9B%BD%E7%89%A9%E7%90%86B%EF%BC%9A%E8%8B%B1%E6%96%87%E7%89%88&rft.au=%E5%BC%A0%E7%BA%A2+%E6%9D%8E%E5%9B%BD%E5%8D%8E+%E7%BD%97%E6%87%8B%E5%BA%B7&rft.date=2012-06-01&rft.issn=1674-1056&rft.eissn=2058-3834&rft.volume=21&rft.issue=6&rft.spage=1&rft.epage=5&rft_id=info:doi/10.1088%2F1674-1056%2F21%2F6%2F060201&rft.externalDocID=42757073 |
| thumbnail_s | http://utb.summon.serialssolutions.com/2.0.0/image/custom?url=http%3A%2F%2Fimage.cqvip.com%2Fvip1000%2Fqk%2F85823A%2F85823A.jpg |