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Fractional Fokker-Planck-Kolmogorov equations associated with SDEs on a bounded domain - MaRDI portal

Fractional Fokker-Planck-Kolmogorov equations associated with SDEs on a bounded domain (Q1677979)

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Fractional Fokker-Planck-Kolmogorov equations associated with SDEs on a bounded domain
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    Fractional Fokker-Planck-Kolmogorov equations associated with SDEs on a bounded domain (English)
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    14 November 2017
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    fractional Fokker-Planck equation
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    SDE driven by time-changed process
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    Lévy process
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    Lévy subordinator
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    Waldenfels operator
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    Wentcel boundary condition
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