Numerical methods for fractional Fokker-Planck equation with multiplicative Marcus Lévy noises
DOI10.1142/s0219493724500035zbMath1544.6514MaRDI QIDQ6540655
Wenpeng Shang, Xiao Wang, Xiujun Cheng, Xiaofan Li
Publication date: 17 May 2024
Published in: Stochastics and Dynamics (Search for Journal in Brave)
fractional Fokker-Planck equationstable Lévy motionMarcus SDEnon-Gaussian stochastic dynamical systems
Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Fokker-Planck equations (35Q84)
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