Tempered Fractional Feynman-Kac Equation

TL;DR

This paper derives forward and backward fractional Feynman-Kac equations for functionals of tempered anomalous diffusion, providing explicit examples like occupation time, first passage time, and maximal displacement.

Contribution

It introduces new fractional Feynman-Kac equations for tempered anomalous diffusion, expanding the mathematical tools for analyzing complex stochastic processes.

Findings

Derived forward and backward fractional Feynman-Kac equations for tempered anomalous diffusion.

Explicit solutions for occupation time, first passage time, and maximal displacement.

Enhanced understanding of functionals in tempered anomalous diffusion processes.

Abstract

Functionals of Brownian/non-Brownian motions have diverse applications and attracted a lot of interest of scientists. This paper focuses on deriving the forward and backward fractional Feynman-Kac equations describing the distribution of the functionals of the space and time tempered anomalous diffusion, belonging to the continuous time random walk class. Several examples of the functionals are explicitly treated, including the occupation time in half-space, the first passage time, the maximal displacement, the fluctuations of the occupation fraction, and the fluctuations of the time-averaged position.