Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions (Q671079): Difference between revisions

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Latest revision as of 20:40, 18 July 2024

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Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions
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    Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions (English)
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    20 March 2019
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    non-Gaussian noise
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    \(\alpha\)-stable symmetric Lévy motion
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    fractional Laplacian operator
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    Fokker-Planck equation
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    maximum principle
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    Toeplitz matrix
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