Comment on “Fokker-Planck equations for nonlinear dynamical systems driven by non-Gaussian Lévy processes” [J. Math. Phys. 53, 072701 (2012)]

DOI10.1063/1.4943295zbMath1333.82017arXiv1512.02020OpenAlexW2192988570MaRDI QIDQ2798701

Tomasz Zorawik, Marcin Magdziarz

Publication date: 13 April 2016

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.02020

zbMATH Keywords

Fokker-Planck equationsuncertainty propagationnon-Gaussian Lévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fokker-Planck equations (35Q84)

Related Items (1)

Stochastic solution of fractional Fokker-Planck equations with space-time-dependent coefficients

Cites Work

• Stochastic representation of a fractional subdiffusion equation. The case of infinitely divisible waiting times, Lévy noise and space-time-dependent coefficients
• Fokker-Planck equations for nonlinear dynamical systems driven by non-Gaussian Lévy processes
• Lévy Processes and Stochastic Calculus

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