Fractional Fokker–Planck equation for nonlinear stochastic differential equations driven by non-Gaussian Lévy stable noises (Q2774654)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional Fokker–Planck equation for nonlinear stochastic differential equations driven by non-Gaussian Lévy stable noises |
scientific article |
Statements
Fractional Fokker–Planck equation for nonlinear stochastic differential equations driven by non-Gaussian Lévy stable noises (English)
0 references
26 February 2002
0 references
non-Gaussian anomalous diffusion
0 references
fractional Fokker-Planck equation
0 references
nonlinear Langevin-type equation
0 references
Lévy stable noise
0 references
Markovian forcing
0 references
