Journal
JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL
Volume 37, Issue 46, Pages L609-L615Publisher
IOP PUBLISHING LTD
DOI: 10.1088/0305-4470/37/46/L02
Keywords
-
Categories
Ask authors/readers for more resources
We obtain the first passage time density for Levy random processes (LRPs) from a subordination scheme, demonstrating that the first passage time density cannot be inferred uniquely from the probability density function P(x, t) governing the random process. This is due to the fact that P(x, t) does not contain all information on the trajectory of the underlying LRP.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available