Stochastic stability of fractional Fokker-Planck equation

DOI10.1016/J.PHYSA.2014.05.012zbMath1395.60067OpenAlexW2058710804MaRDI QIDQ1782956

Yutian Zhang, Feng Chen

Publication date: 20 September 2018

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2014.05.012

zbMATH Keywords

Lyapunov stabilityanomalous diffusion equation\(\alpha\)-stable subordinatorItô-Doeblin-type formula

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Stable stochastic processes (60G52) Fractional partial differential equations (35R11) Fokker-Planck equations (35Q84)

Related Items (2)

Maximum principle for controlled fractional Fokker-Planck equations ⋮ Broken detailed balance and non-equilibrium dynamics in noisy social learning models

Cites Work

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• Path Properties of Subdiffusion—A Martingale Approach
• The random walk's guide to anomalous diffusion: A fractional dynamics approach
• Stochastic differential equations. An introduction with applications.

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