Fractional Fokker-Planck-Kolmogorov type equations and their associated stochastic differential equations

DOI10.2478/s13540-011-0005-9zbMath1273.35293OpenAlexW1983398677MaRDI QIDQ2853346

Marjorie G. Hahn, Sabir R. Umarov

Publication date: 21 October 2013

Published in: Fractional Calculus and Applied Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10525/1682

zbMATH Keywords

Fokker-Planck equationLévy processKolmogorov equationsstable subordinatorfractional differential equations (FDE)stochastic differential equations (SDE)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) PDEs with randomness, stochastic partial differential equations (35R60) Research exposition (monographs, survey articles) pertaining to partial differential equations (35-02) Fractional partial differential equations (35R11) Fokker-Planck equations (35Q84)

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