title: Green function of the double-fractional Fokker-Planck equation: path integral and stochastic differential equations.
abstract: The statistics of rare events, the so-called black-swan events, is governed by non-Gaussian distributions with heavy power-like tails. We calculate the Green functions of the associated Fokker-Planck equations and solve the related stochastic differential equations. We also discuss the subject in the framework of path integration.
authors: Institut für Theoretische Physik, Freie Universität Berlin, 14195 Berlin, Germany and ICRANeT, Piazzale della Repubblica, 10, 65122 Pescara, Italy.
authors: H
authors: H
authors: Kleinert
authors: Faculty of Nuclear Sciences and Physical Engineering, Czech Technical University in Prague, Břehová 7, 115 19 Praha 1, Czech Republic and Max Planck Institute for the History of Science, Boltzmannstrasse 22, 14195 Berlin, Germany.
authors: V
authors: V
authors: Zatloukal