Functionals of Brownian and non-Brownian motions have diverse applications and attracted
a lot of interest among scientists. This paper focuses on deriving the forward and backward …

An ordered semiconductor has a crystalline lattice in which charge carriers move around by
the Gaussian process of normal diffusion. The mean square displacement (MSD) of these …

The effects of spatial confinements and smooth cutoffs of the waiting time distribution in
continuous-time random walks are studied analytically. We also investigate dependences of …

Continuous-time random walks and Langevin equations are two classes of stochastic
models used to describe the dynamics of particles in the natural world. While some of the …

In this paper we derive Langevin picture of Lévy walks. Applying recent advances in the
theory of coupled continuous time random walks we find a limiting process of the properly …

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 …

Many real time-series exhibit behavior adequate to long range dependent data. Additionally
very often these time-series have constant time periods and also have characteristics similar …

Anomalous transport is ever-present in many disordered organic semiconductor materials.
The long-tail behavior observed in the transient photocurrent is a manifestation of …

One of the earliest system that was used to asset prices description is Black-Scholes model.
It is based on geometric Brownian motion and was used as a tool for pricing various …

In the last decade the subordinated processes have become popular and have found many
practical applications. Therefore in this paper we examine two processes related to time …