Green function of the double-fractional Fokker-Planck equation: path integral and stochastic differential equations

An integral is classified as improper due to an infinite interval when at least one of its limits of integration extends to positive or negative infinity. In such cases, the region under the curve is unbounded, and standard techniques for evaluating definite integrals are not directly applicable. Instead, the improper integral is defined through a limiting process that allows one to determine whether the accumulated area remains finite despite the infinite domain.Application to Exponential...

Continuous probability distributions are used to model random variables that can take on any real value within a specified range. These variables do not take on isolated or countable values but rather exist on a continuum. For example, the height of an individual can be measured with increasing precision—such as 163.5 or 165.25 centimeters—demonstrating that height is a continuous random variable.The behavior of such variables is described using a probability density function (PDF),...

The electric potential of the system can be calculated by relating it to the electric charge densities that give rise to the electric potential. The differential form of Gauss's law expresses the electric field's divergence in terms of the electric charge density.

When evaluating a definite integral whose integrand matches the structure of a composite function, the substitution method provides an efficient way to simplify the calculation. This method is based on reversing the chain rule from differentiation, allowing a complicated expression to be rewritten in a simpler form. When the integrand contains an inner function and its derivative, substitution naturally reduces the complexity of the problem.The core idea of substitution for definite integrals...

James Clerk Maxwell (1831–1879) was one of the significant contributors to physics in the nineteenth century. He is probably best known for having combined existing knowledge of the laws of electricity and the laws of magnetism with his insights to form a complete overarching electromagnetic theory, represented by Maxwell's equations. The four basic laws of electricity and magnetism were discovered experimentally through the work of physicists such as Oersted, Coulomb, Gauss, and...

Consider an external electric field propagating through a homogeneous medium. When the electric field crosses the surface boundary of the medium, it undergoes a discontinuity. The electric field can be resolved into normal and tangential components. The amount by which the field changes at any boundary is given by the difference between the field components above and below the surface boundary.
The surface integral of an electric field is given by Gauss's law in integral form and is related to...