Smooth solution of a nonlocal Fokker-Planck equation associated with stochastic systems with Lévy noise

DOI10.1016/j.aml.2016.02.023zbMath1342.35398OpenAlexW2302635414WikidataQ59891283 ScholiaQ59891283MaRDI QIDQ274266

Ming Wang, Jin-qiao Duan

Publication date: 22 April 2016

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2016.02.023

zbMATH Keywords

fractional Laplacian operatornon-Gaussian Lévy noisenonlocal Fokker-Planck equationstochastic dynamical systems

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) PDEs with randomness, stochastic partial differential equations (35R60) Fractional partial differential equations (35R11) Fokker-Planck equations (35Q84)

Related Items (2)

Existence and regularity of a linear nonlocal Fokker-Planck equation with growing drift ⋮ Gevrey semigroup generated by \(- (\Lambda^\alpha + b \cdot \nabla)\) in \(L^p(\mathbb{R}^n)\)

Cites Work

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• On Harnack inequality for \(\alpha\)-stable Ornstein-Uhlenbeck processes
• On the differentiability of the solution to an equation with drift and fractional diffusion
• Well-posedness for the fractional Fokker-Planck equations

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