Mean exit time and escape probability for the anomalous processes with the tempered power-law waiting times
School of Mathematics and Statistics, Gansu Key Laboratory of Applied Mathematics and Complex Systems, Lanzhou University - Lanzhou 730000, PRC
Received: 29 September 2016
Accepted: 3 February 2017
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 and the stability index . 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.
PACS: 02.50.Cw – Probability theory / 05.40.Fb – Random walks and Levy flights / 02.60.Nm – Integral and integrodifferential equations
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