Journal of Statistical Physics

, Volume 159, Issue 6, pp 1495–1503 | Cite as

Equivalence of Subordinated Processes with Tempered \(\alpha \)-Stable Waiting Times and Fractional Fokker–Planck Equations in Space and Time Dependent Fields

  • Yun-Xiu Zhang
  • Hui Gu
  • Jin-Rong Liang


In this paper we introduce a subordinated stochastic process controlled by tempered \(\alpha \)-stable waiting times and prove the equivalence of this process and the fractional Fokker–Planck equation with space and time dependent diffusion coefficients in the influence of an external space and time dependent force.


Subordinated processes Tempered \(\alpha \)-stable processes  Fractional Fokker–Planck equation 



This work is supported by the Science and Technology Commission of Shanghai Municipality (No. 11ZR1410300) and by Shanghai Leading Academic Discipline Project (No.B407).


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Copyright information

© Springer Science+Business Media New York 2015

Authors and Affiliations

  1. 1.Department of Mathematics, Shanghai Key Laboratory of Pure Mathematics and Mathematical PracticeEast China Normal UniversityShanghaiChina
  2. 2.School of FinanceNanjing Audit UniversityNanjingChina
  3. 3.Department of MathematicsNanjing Forestry UniversityNanjingChina

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