Fractional Fokker–Planck equation for nonlinear stochastic differential equations driven by non-Gaussian Lévy stable noises (Q2774654): Difference between revisions
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scientific article
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English | Fractional Fokker–Planck equation for nonlinear stochastic differential equations driven by non-Gaussian Lévy stable noises |
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Fractional Fokker–Planck equation for nonlinear stochastic differential equations driven by non-Gaussian Lévy stable noises (English)
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26 February 2002
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non-Gaussian anomalous diffusion
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fractional Fokker-Planck equation
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nonlinear Langevin-type equation
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Lévy stable noise
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Markovian forcing
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