Numerical solution of the space fractional Fokker-Planck equation. (Q1428499)

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Numerical solution of the space fractional Fokker-Planck equation.
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    Numerical solution of the space fractional Fokker-Planck equation. (English)
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    29 March 2004
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    fractional derivative
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    Fokker-Planck equation
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    \(\alpha\)-stable densities
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    Lévy motion
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    heavy-tailed motions
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