R. Metzler, Generalized Chapman-Kolmogorov equation: A unifying approach to the description of anomalous transport in external fields, PHYS REV E, 62(5), 2000, pp. 6233-6245
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 demo
nstrated that this equation unifies recently proposed kinetic equations of
fractional order that describe anomalous transport in external fields, as w
ell as continuous time random walks. The conditions under which the individ
ual models can be established are discussed.