Mean exit time and escape probability for the anomalous processes with the tempered power-law waiting times

Weihua Deng, Xiaochao Wu, Wanli Wang

Research output: Contribution to journalArticlepeer-review

27 Scopus citations

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 languageEnglish
Article number10009
JournalEPL
Volume117
Issue number1
DOIs
StatePublished - Jan 2017
Externally publishedYes

Bibliographical note

Publisher Copyright:
© 2017 Copyright EPLA.

Funding

This work was supported by the National Natural Science Foundation of China under Grant No. 11671182.

FundersFunder number
National Natural Science Foundation of China11671182

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