A nonlocal Fokker-Planck equation for non-Gaussian stochastic dynamical systems

DOI10.1016/j.aml.2015.03.013zbMath1342.35396OpenAlexW1993779019MaRDI QIDQ289365

Jinchun He, Hong-Jun Gao, Jin-qiao Duan

Publication date: 30 May 2016

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

Full work available at URL: https://doi.org/10.1016/j.aml.2015.03.013

zbMATH Keywords

Lévy processesFokker-Planck equationnonlocal operatornonlocal Laplacian operator

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) PDEs with randomness, stochastic partial differential equations (35R60) Weak solutions to PDEs (35D30) Viscosity solutions to PDEs (35D40) Fokker-Planck equations (35Q84)

Related Items (5)

Effective reduction for a nonlocal Zakai stochastic partial differential equation in data assimilation ⋮ Path integral solutions of the governing equation of SDEs excited by Lévy white noise ⋮ Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions ⋮ Existence and regularity of a linear nonlocal Fokker-Planck equation with growing drift ⋮ Slow manifold for a nonlocal stochastic evolutionary system with fast and slow components

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