Premium
On the potential in non‐Gaussian chain polymer models
Author(s) -
Bock Wolfgang,
Silva José Luís,
Streit Ludwig
Publication year - 2019
Publication title -
mathematical methods in the applied sciences
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.719
H-Index - 65
eISSN - 1099-1476
pISSN - 0170-4214
DOI - 10.1002/mma.5864
Subject(s) - mathematics , fractional brownian motion , brownian motion , connection (principal bundle) , gaussian , diffusion process , mathematical analysis , brownian excursion , gaussian process , class (philosophy) , statistical physics , partial differential equation , geometric brownian motion , mathematical physics , geometry , physics , statistics , quantum mechanics , knowledge management , innovation diffusion , artificial intelligence , computer science
In this paper, we investigate the potential for a class of non‐Gaussian processes so‐called generalized grey Brownian motion. We obtain a closed analytic form for the potential as an integral of the M ‐Wright functions and the Green function. In particular, we recover the special cases of Brownian motion and fractional Brownian motion. In addition, we give the connection to a fractional partial differential equation and its the fundamental solution.
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom