Abstract
This paper discusses two deterministic quantities, mean first exit time and escape probability, for the anomalous processes having the tempered Lévy stable waiting times with the tempering index μ> 0 and the stability index 0 < α ≤ 1. We derive the nonlocal elliptic partial differential equations (PDEs) governing the mean first exit time and escape probability. Based on the analysis of the derived PDEs, some interesting phenomena are observed.
Original language | English |
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Article number | 10009 |
Journal | EPL |
Volume | 117 |
Issue number | 1 |
DOIs | |
State | Published - Jan 2017 |
Externally published | Yes |
Bibliographical note
Publisher Copyright:© 2017 Copyright EPLA.
Funding
This work was supported by the National Natural Science Foundation of China under Grant No. 11671182.
Funders | Funder number |
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National Natural Science Foundation of China | 11671182 |