Generalized Chapman-Kolmogorov equation: A unifying approach to the description of anomalous transport in external fields

Abstract

The generalized Chapman-Kolmogorov equation [V. M. Kenkre, E. W. Montroll, and M. F. Shlesinger, J. Stat. Phys. 9, 45 (1973)] is discussed. It is demonstrated that this equation unifies recently proposed kinetic equations of fractional order that describe anomalous transport in external fields, as well as continuous time random walks. The conditions under which the individual models can be established are discussed.