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

Weihua Deng; Xiaochao Wu; Wanli Wang

doi:10.1209/0295-5075/117/10009

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

Weihua Deng
, Xiaochao Wu
, Wanli Wang

Lanzhou University

Research output: Contribution to journal › Article › peer-review

32 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 language	English
Article number	10009
Journal	EPL
Volume	117
Issue number	1
DOIs	https://doi.org/10.1209/0295-5075/117/10009
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
National Natural Science Foundation of China	11671182

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10.1209/0295-5075/117/10009

Cite this

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AB - 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.

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

Abstract

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