Fractional Fokker-Planck-Kolmogorov equations associated with SDEs on a bounded domain

DOI10.1515/FCA-2017-0067zbMath1374.60109arXiv1610.08100OpenAlexW2767885935MaRDI QIDQ1677979

Sabir R. Umarov

Publication date: 14 November 2017

Published in: Fractional Calculus \& Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.08100

zbMATH Keywords

Lévy processfractional Fokker-Planck equationLévy subordinatorWaldenfels operatorSDE driven by time-changed processWentcel boundary condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Initial-boundary value problems for second-order parabolic equations (35K20)

Related Items (4)

Boundary conditions for fractional diffusion ⋮ The Method of Chernoff Approximation ⋮ Reprint of: boundary conditions for fractional diffusion ⋮ Chernoff approximation for semigroups generated by killed Feller processes and Feynman formulae for time-fractional Fokker-Planck-Kolmogorov equations

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